+421.4%
EWT vs USFD
+368.6%
+52.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.1% | +4.1% | +6.6% |
| 7D | -5.0% | +3.9% | -8.9% | -5.7% |
| 30D | -16.3% | +12.8% | -29.2% | -18.3% |
| 3M | -7.2% | +1.0% | -8.2% | -7.5% |
| 6M | -0.5% | +30.3% | -30.7% | -6.0% |
| YTD | +50.6% | +46.0% | +4.6% | +38.3% |
| 1Y | +54.8% | +49.6% | +5.2% | +41.4% |
| 3Y | +155.5% | +166.3% | -10.8% | +107.0% |
| 5Y | +116.4% | +208.4% | -92.0% | +68.1% |
| 10Y | +421.4% | +371.2% | +50.2% | +261.3% |
| All | +421.4% | +368.6% | +52.8% | +261.3% |
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 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