+335.2%
ETR vs USFD
+353.4%
-18.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.1% | -1.9% | +0.4% |
| 7D | +1.7% | +3.9% | -2.2% | +0.8% |
| 30D | +8.7% | +12.8% | -4.1% | +5.8% |
| 3M | +4.9% | +1.0% | +4.0% | +4.5% |
| 6M | +0.8% | +30.3% | -29.5% | -5.4% |
| YTD | +23.1% | +46.0% | -22.8% | +12.1% |
| 1Y | +17.9% | +49.6% | -31.7% | +6.7% |
| 3Y | +154.5% | +166.3% | -11.7% | +101.0% |
| 5Y | +160.3% | +208.4% | -48.1% | +94.2% |
| 10Y | +366.9% | +371.2% | -4.3% | +195.8% |
| All | +335.2% | +353.4% | -18.1% | +174.4% |
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 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