+245.4%
EQX vs USFD
+229.2%
+16.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +3.8% | -3.3% | +7.1% | +4.5% |
| 30D | +9.4% | -5.3% | +14.7% | +10.6% |
| 3M | +16.8% | +18.8% | -1.9% | +12.6% |
| 6M | -23.7% | +14.3% | -38.0% | -25.9% |
| YTD | -9.6% | +36.9% | -46.5% | -16.0% |
| 1Y | +29.1% | +31.7% | -2.6% | +20.8% |
| 3Y | +175.3% | +164.5% | +10.9% | +121.2% |
| 5Y | +77.3% | +212.6% | -135.3% | +36.5% |
| All | +245.4% | +229.2% | +16.2% | +231.2% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling