+122.4%
ETN vs USFD
+208.7%
-86.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -9.3% | +8.4% | -17.7% | -12.0% |
| 30D | -17.3% | +12.7% | -30.1% | -21.2% |
| 3M | -20.1% | +1.1% | -21.3% | -20.9% |
| 6M | -11.3% | +30.2% | -41.4% | -21.1% |
| YTD | +12.5% | +45.8% | -33.4% | -5.4% |
| 1Y | -5.6% | +51.9% | -57.5% | -22.1% |
| 3Y | +65.6% | +158.5% | -92.9% | +9.7% |
| 5Y | +122.4% | +208.0% | -85.6% | +33.9% |
| All | +122.4% | +208.7% | -86.3% | +33.9% |
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