+427.8%
EWT vs USFD
+369.2%
+58.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -3.7% | +8.4% | -12.0% | -5.1% |
| 30D | -17.2% | +12.7% | -29.9% | -19.2% |
| 3M | -7.3% | +1.1% | -8.5% | -7.7% |
| 6M | -1.5% | +30.2% | -31.6% | -7.0% |
| YTD | +49.0% | +45.8% | +3.2% | +37.0% |
| 1Y | +50.6% | +51.9% | -1.3% | +37.1% |
| 3Y | +148.9% | +158.5% | -9.6% | +102.9% |
| 5Y | +116.1% | +208.0% | -92.0% | +67.9% |
| 10Y | +427.8% | +376.6% | +51.3% | +271.8% |
| All | +427.8% | +369.2% | +58.6% | +271.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling