+52.2%
EW vs USFD
+159.2%
-107.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | +11.0% | +3.0% | +8.1% | +10.3% |
| 30D | +19.1% | +11.1% | +8.0% | +16.8% |
| 3M | +14.4% | -0.3% | +14.6% | +14.2% |
| 6M | +22.8% | +15.9% | +6.9% | +19.4% |
| YTD | +19.8% | +41.6% | -21.8% | +10.6% |
| 1Y | +23.9% | +49.4% | -25.5% | +12.7% |
| 3Y | +52.2% | +157.8% | -105.6% | +37.2% |
| All | +52.2% | +159.2% | -107.0% | +37.2% |
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