+675.9%
ETN vs USFD
+310.2%
+365.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | 0.0% | -1.0% |
| 7D | +3.0% | -8.0% | +11.0% | +5.8% |
| 30D | -10.9% | -13.1% | +2.2% | -6.8% |
| 3M | +9.2% | +6.5% | +2.7% | +6.2% |
| 6M | +13.9% | +5.7% | +8.2% | +10.8% |
| YTD | +29.5% | +27.5% | +2.0% | +17.7% |
| 1Y | +14.2% | +23.4% | -9.2% | +4.6% |
| 3Y | +79.9% | +146.4% | -66.6% | +30.5% |
| 5Y | +175.7% | +196.8% | -21.1% | +83.8% |
| All | +675.9% | +310.2% | +365.7% | +321.8% |
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 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