+65.6%
ETN vs USFD
+163.9%
-98.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -9.3% | +8.4% | -17.7% | -11.4% |
| 30D | -17.3% | +12.7% | -30.1% | -20.7% |
| 3M | -20.1% | +1.1% | -21.3% | -20.5% |
| 6M | -11.3% | +30.2% | -41.4% | -21.0% |
| YTD | +12.5% | +45.8% | -33.4% | -6.5% |
| 1Y | -5.6% | +51.9% | -57.5% | -23.3% |
| 3Y | +65.6% | +158.5% | -92.9% | +4.8% |
| All | +65.6% | +163.9% | -98.3% | +4.8% |
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