+179.2%
ETN vs USFD
+214.9%
-35.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.9% | +3.7% | +3.1% |
| 7D | +8.0% | -3.3% | +11.4% | +9.3% |
| 30D | -5.9% | -5.3% | -0.6% | -4.1% |
| 3M | +5.0% | +18.8% | -13.8% | -2.4% |
| 6M | +22.4% | +14.3% | +8.1% | +15.4% |
| YTD | +33.6% | +36.9% | -3.2% | +16.4% |
| 1Y | +22.1% | +31.7% | -9.6% | +7.6% |
| 3Y | +85.6% | +164.5% | -78.9% | +24.8% |
| 5Y | +179.2% | +212.6% | -33.3% | +68.4% |
| All | +179.2% | +214.9% | -35.6% | +68.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling