+520.8%
EWT vs USFD
+306.5%
+214.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +1.3% |
| 7D | +2.1% | -7.0% | +9.1% | +3.6% |
| 30D | +9.4% | -10.3% | +19.7% | +11.7% |
| 3M | +10.9% | +9.2% | +1.7% | +8.6% |
| 6M | +57.9% | +7.4% | +50.5% | +54.9% |
| YTD | +75.9% | +29.4% | +46.5% | +65.6% |
| 1Y | +89.7% | +24.8% | +64.9% | +79.6% |
| 3Y | +200.9% | +150.0% | +50.9% | +146.6% |
| 5Y | +154.5% | +195.5% | -41.0% | +99.3% |
| 10Y | +520.8% | +315.7% | +205.0% | +320.3% |
| All | +520.8% | +306.5% | +214.2% | +320.3% |
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