-20.2%
EQX vs USFD
+49.2%
-69.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -10.5% | +1.7% | -12.2% | -10.9% |
| 30D | +0.2% | +10.2% | -10.0% | -1.9% |
| 3M | -7.9% | -1.5% | -6.4% | -8.4% |
| 6M | -28.6% | +27.3% | -56.0% | -31.2% |
| YTD | -26.3% | +44.0% | -70.2% | -36.3% |
| 1Y | -20.2% | +50.4% | -70.6% | -33.4% |
| All | -20.2% | +49.2% | -69.5% | -33.4% |
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