+233.4%
EQX vs USFD
+206.7%
+26.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.4% | -3.6% | -4.8% |
| 7D | -7.0% | -8.0% | +1.0% | -5.4% |
| 30D | +4.8% | -13.1% | +17.9% | +7.9% |
| 3M | +25.6% | +6.5% | +19.1% | +23.8% |
| 6M | -25.8% | +5.7% | -31.6% | -26.9% |
| YTD | -12.7% | +27.5% | -40.3% | -17.8% |
| 1Y | +14.1% | +23.4% | -9.4% | +8.1% |
| 3Y | +165.7% | +146.4% | +19.3% | +116.5% |
| 5Y | +81.2% | +196.8% | -115.5% | +41.1% |
| All | +233.4% | +206.7% | +26.6% | +224.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling