+171.2%
EW vs USFD
+329.0%
-157.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.3% | -3.0% | +2.7% | +0.4% |
| 30D | +1.0% | +3.5% | -2.5% | +0.1% |
| 3M | +2.8% | +26.6% | -23.8% | -3.1% |
| 6M | +5.5% | +11.7% | -6.2% | +2.3% |
| YTD | +5.5% | +38.1% | -32.7% | -3.6% |
| 1Y | +11.0% | +33.4% | -22.3% | +2.2% |
| 3Y | +17.7% | +155.8% | -138.1% | -8.9% |
| 5Y | -25.7% | +214.0% | -239.8% | -46.2% |
| 10Y | +132.8% | +320.4% | -187.6% | +45.5% |
| All | +171.2% | +329.0% | -157.8% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling