+236.1%
EW vs USFD
+369.2%
-133.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +9.3% | +8.4% | +0.9% | +7.1% |
| 30D | +22.1% | +12.7% | +9.3% | +18.4% |
| 3M | +13.0% | +1.1% | +11.9% | +12.5% |
| 6M | +30.1% | +30.2% | -0.1% | +21.4% |
| YTD | +22.0% | +45.8% | -23.8% | +9.8% |
| 1Y | +23.7% | +51.9% | -28.2% | +10.1% |
| 3Y | +62.0% | +158.5% | -96.5% | +25.0% |
| 5Y | -12.4% | +208.0% | -220.5% | -36.3% |
| 10Y | +236.1% | +376.6% | -140.5% | +111.5% |
| All | +236.1% | +369.2% | -133.2% | +111.5% |
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