+171.7%
EQX vs USFD
+149.2%
+22.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -5.5% | +7.1% | +3.0% |
| 7D | +1.7% | -7.0% | +8.7% | +3.5% |
| 30D | +11.1% | -10.3% | +21.4% | +14.1% |
| 3M | +23.1% | +9.2% | +13.9% | +20.2% |
| 6M | -21.8% | +7.4% | -29.3% | -23.4% |
| YTD | -8.1% | +29.4% | -37.5% | -16.1% |
| 1Y | +29.7% | +24.8% | +4.8% | +19.5% |
| All | +171.7% | +149.2% | +22.5% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling