+730.5%
ETN vs USFD
+329.0%
+401.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.6% |
| 7D | +2.0% | -3.0% | +5.0% | +3.0% |
| 30D | -7.9% | +3.5% | -11.5% | -9.1% |
| 3M | -1.6% | +26.6% | -28.2% | -9.7% |
| 6M | +16.9% | +11.7% | +5.2% | +11.8% |
| YTD | +30.1% | +38.1% | -8.1% | +15.2% |
| 1Y | +19.3% | +33.4% | -14.1% | +6.6% |
| 3Y | +82.5% | +155.8% | -73.3% | +31.1% |
| 5Y | +166.8% | +214.0% | -47.2% | +75.1% |
| 10Y | +649.7% | +320.4% | +329.4% | +305.1% |
| All | +730.5% | +329.0% | +401.4% | +348.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling