+317.6%
ETR vs USFD
+329.0%
-11.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | +1.4% | -3.0% | +4.4% | +2.1% |
| 30D | +1.0% | +3.5% | -2.5% | +0.1% |
| 3M | -1.3% | +26.6% | -27.8% | -6.6% |
| 6M | +1.9% | +11.7% | -9.8% | -1.0% |
| YTD | +18.2% | +38.1% | -20.0% | +9.1% |
| 1Y | +24.7% | +33.4% | -8.7% | +15.9% |
| 3Y | +150.7% | +155.8% | -5.1% | +99.9% |
| 5Y | +127.0% | +214.0% | -87.0% | +68.5% |
| 10Y | +295.5% | +320.4% | -24.9% | +153.9% |
| All | +317.6% | +329.0% | -11.4% | +167.0% |
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