+151.1%
ETR vs USFD
+215.4%
-64.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +1.2% | +1.7% | -0.5% | +0.8% |
| 30D | +7.0% | +10.2% | -3.1% | +4.8% |
| 3M | +4.6% | -1.5% | +6.1% | +4.7% |
| 6M | +0.1% | +27.3% | -27.2% | -5.2% |
| YTD | +23.2% | +44.0% | -20.8% | +13.1% |
| 1Y | +20.6% | +50.4% | -29.8% | +9.6% |
| 3Y | +156.3% | +153.6% | +2.7% | +108.7% |
| All | +151.1% | +215.4% | -64.3% | +89.4% |
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