+62.0%
EW vs USFD
+167.5%
-105.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.5% | +2.0% |
| 7D | +12.3% | +3.9% | +8.4% | +11.4% |
| 30D | +22.9% | +12.8% | +10.0% | +20.2% |
| 3M | +16.7% | +1.0% | +15.7% | +16.3% |
| 6M | +31.0% | +30.3% | +0.7% | +24.8% |
| YTD | +22.8% | +46.0% | -23.1% | +12.7% |
| 1Y | +25.6% | +49.6% | -24.1% | +14.5% |
| 3Y | +62.0% | +166.3% | -104.3% | +47.3% |
| All | +62.0% | +167.5% | -105.5% | +47.3% |
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