+250.0%
EQX vs USFD
+232.2%
+17.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -2.3% |
| 7D | -1.4% | -3.0% | +1.6% | -0.8% |
| 30D | +24.4% | +3.5% | +20.8% | +23.5% |
| 3M | +11.6% | +26.6% | -15.0% | +6.1% |
| 6M | -25.0% | +11.7% | -36.7% | -26.9% |
| YTD | -8.4% | +38.1% | -46.5% | -15.0% |
| 1Y | +43.4% | +33.4% | +10.0% | +33.8% |
| 3Y | +162.0% | +155.8% | +6.2% | +111.9% |
| 5Y | +70.1% | +214.0% | -143.9% | +30.8% |
| All | +250.0% | +232.2% | +17.8% | +235.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling