-12.4%
EW vs USFD
+208.7%
-221.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +9.3% | +8.4% | +0.9% | +6.6% |
| 30D | +22.1% | +12.7% | +9.3% | +17.5% |
| 3M | +13.0% | +1.1% | +11.9% | +12.3% |
| 6M | +30.1% | +30.2% | -0.1% | +19.2% |
| YTD | +22.0% | +45.8% | -23.8% | +6.0% |
| 1Y | +23.7% | +51.9% | -28.2% | +5.8% |
| 3Y | +62.0% | +158.5% | -96.5% | +11.4% |
| 5Y | -12.4% | +208.0% | -220.5% | -45.8% |
| All | -12.4% | +208.7% | -221.2% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling