+248.8%
EW vs USFD
+375.5%
-126.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.8% |
| 7D | +6.5% | -0.2% | +6.6% | +6.5% |
| 30D | +22.5% | +12.3% | +10.1% | +19.0% |
| 3M | +13.0% | -0.7% | +13.7% | +12.9% |
| 6M | +37.1% | +31.3% | +5.8% | +27.7% |
| YTD | +24.1% | +45.7% | -21.6% | +11.7% |
| 1Y | +24.2% | +52.1% | -27.9% | +10.5% |
| 3Y | +64.8% | +158.2% | -93.4% | +27.2% |
| 5Y | -7.4% | +213.8% | -221.2% | -33.0% |
| 10Y | +248.8% | +367.0% | -118.2% | +116.8% |
| All | +248.8% | +375.5% | -126.7% | +116.8% |
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 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