+50.3%
EW vs USFD
+159.7%
-109.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.8% | +4.3% | +2.0% |
| 7D | +6.8% | +3.9% | +2.8% | +5.9% |
| 30D | +16.6% | +10.7% | +5.9% | +14.4% |
| 3M | +13.3% | +6.3% | +7.0% | +11.9% |
| 6M | +21.6% | +16.2% | +5.4% | +18.2% |
| YTD | +18.3% | +41.9% | -23.6% | +9.1% |
| 1Y | +21.7% | +44.2% | -22.5% | +11.8% |
| All | +50.3% | +159.7% | -109.4% | +35.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling