+544.6%
ETN vs USFD
+359.9%
+184.7%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +3.6% | +1.7% | +1.9% | +3.1% |
| 30D | -13.4% | +10.2% | -23.6% | -16.6% |
| 3M | -21.9% | -1.5% | -20.4% | -22.1% |
| 6M | -12.8% | +27.3% | -40.1% | -20.7% |
| YTD | +12.1% | +44.0% | -31.9% | -2.8% |
| 1Y | +0.8% | +50.4% | -49.5% | -14.0% |
| 3Y | +64.5% | +153.6% | -89.1% | +17.5% |
| 5Y | +121.7% | +219.0% | -97.2% | +44.0% |
| All | +544.6% | +359.9% | +184.7% | +242.0% |
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