+181.7%
EQX vs USFD
+246.3%
-64.6%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -10.5% | +1.7% | -12.2% | -10.8% |
| 30D | +0.2% | +10.2% | -10.0% | -1.7% |
| 3M | -7.9% | -1.5% | -6.4% | -7.7% |
| 6M | -28.6% | +27.3% | -56.0% | -32.2% |
| YTD | -26.3% | +44.0% | -70.2% | -32.2% |
| 1Y | -20.2% | +50.4% | -70.6% | -27.3% |
| 3Y | +131.1% | +153.6% | -22.5% | +87.2% |
| 5Y | +21.7% | +219.0% | -197.3% | -6.8% |
| All | +181.7% | +246.3% | -64.6% | +167.3% |
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