+235.5%
EW vs USFD
+369.7%
-134.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +11.0% | +3.0% | +8.1% | +10.1% |
| 30D | +19.1% | +11.1% | +8.0% | +16.0% |
| 3M | +14.4% | -0.3% | +14.6% | +14.2% |
| 6M | +22.8% | +15.9% | +6.9% | +17.9% |
| YTD | +19.8% | +41.6% | -21.8% | +8.6% |
| 1Y | +23.9% | +49.4% | -25.5% | +10.7% |
| 3Y | +52.2% | +157.8% | -105.6% | +17.5% |
| 5Y | -13.9% | +176.6% | -190.5% | -35.9% |
| All | +235.5% | +369.7% | -134.2% | +115.9% |
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