+558.6%
ETN vs USFD
+365.4%
+193.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +2.4% | -0.2% | +2.6% | +2.6% |
| 30D | -15.2% | +12.3% | -27.6% | -18.9% |
| 3M | -21.2% | -0.7% | -20.5% | -21.6% |
| 6M | -13.5% | +31.3% | -44.7% | -22.1% |
| YTD | +14.5% | +45.7% | -31.2% | -1.1% |
| 1Y | -0.9% | +52.1% | -53.0% | -15.7% |
| 3Y | +68.6% | +158.2% | -89.6% | +19.8% |
| 5Y | +129.0% | +213.8% | -84.7% | +49.4% |
| All | +558.6% | +365.4% | +193.1% | +248.1% |
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 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