+51.8%
EQT vs USFD
+325.1%
-273.3%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -0.8% | -3.3% | +2.5% | -0.2% |
| 30D | +6.6% | -5.3% | +12.0% | +7.7% |
| 3M | +4.4% | +18.8% | -14.4% | +0.8% |
| 6M | -10.5% | +14.3% | -24.8% | -13.1% |
| YTD | +3.7% | +36.9% | -33.1% | -3.1% |
| 1Y | +9.9% | +31.7% | -21.8% | +3.2% |
| 3Y | +35.4% | +164.5% | -129.1% | +10.6% |
| 5Y | +189.2% | +212.6% | -23.4% | +126.8% |
| 10Y | +50.7% | +329.7% | -279.0% | +4.7% |
| All | +51.8% | +325.1% | -273.3% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded USFD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling