+200.3%
EWT vs USFD
+162.9%
+37.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.4% |
| 7D | +1.6% | -3.3% | +5.0% | +2.4% |
| 30D | +8.2% | -5.3% | +13.5% | +9.4% |
| 3M | +11.1% | +18.8% | -7.7% | +6.2% |
| 6M | +60.4% | +14.3% | +46.2% | +54.7% |
| YTD | +75.6% | +36.9% | +38.7% | +59.7% |
| 1Y | +91.3% | +31.7% | +59.6% | +75.8% |
| 3Y | +200.3% | +164.5% | +35.8% | +129.6% |
| All | +200.3% | +162.9% | +37.4% | +129.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling