+291.1%
ETR vs USFD
+322.5%
-31.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.4% |
| 7D | +1.4% | -3.3% | +4.8% | +2.2% |
| 30D | +1.9% | -5.3% | +7.2% | +3.1% |
| 3M | +1.0% | +18.8% | -17.8% | -3.1% |
| 6M | +4.8% | +14.3% | -9.4% | +1.3% |
| YTD | +19.5% | +36.9% | -17.3% | +10.5% |
| 1Y | +28.1% | +31.7% | -3.6% | +19.3% |
| 3Y | +151.1% | +164.5% | -13.3% | +98.3% |
| 5Y | +125.2% | +212.6% | -87.4% | +66.7% |
| 10Y | +291.1% | +329.7% | -38.6% | +142.4% |
| All | +291.1% | +322.5% | -31.4% | +142.4% |
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 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