-40.9%
ETHA vs USFD
+109.7%
-150.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.1% | -3.2% | -3.2% |
| 7D | -10.2% | +8.4% | -18.6% | -14.7% |
| 30D | -17.0% | +12.7% | -29.7% | -23.5% |
| 3M | +9.6% | +1.1% | +8.5% | +8.2% |
| 6M | -11.3% | +30.2% | -41.5% | -28.3% |
| YTD | -30.9% | +45.8% | -76.8% | -53.3% |
| 1Y | -42.6% | +51.9% | -94.5% | -63.0% |
| All | -40.9% | +109.7% | -150.7% | -77.0% |
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 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