-28.7%
ETHA vs USFD
+96.8%
-125.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.7% |
| 7D | +2.7% | -3.3% | +6.0% | +5.1% |
| 30D | +29.4% | -5.3% | +34.7% | +34.2% |
| 3M | +47.2% | +18.8% | +28.4% | +28.0% |
| 6M | +25.4% | +14.3% | +11.1% | +11.3% |
| YTD | -16.5% | +36.9% | -53.4% | -40.8% |
| 1Y | -42.3% | +31.7% | -74.0% | -57.4% |
| All | -28.7% | +96.8% | -125.5% | -70.8% |
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