+14.1%
EQX vs USFD
+23.2%
-9.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.4% | -3.6% | -4.9% |
| 7D | -7.0% | -8.0% | +1.0% | -6.1% |
| 30D | +4.8% | -13.1% | +17.9% | +6.6% |
| 3M | +25.6% | +6.5% | +19.1% | +25.3% |
| 6M | -25.8% | +5.7% | -31.6% | -25.7% |
| YTD | -12.7% | +27.5% | -40.3% | -18.1% |
| 1Y | +14.1% | +23.4% | -9.4% | +6.5% |
| All | +14.1% | +23.2% | -9.1% | +6.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling