+532.7%
EWT vs USFD
+352.6%
+180.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.1% | +5.9% | +5.8% |
| 7D | +3.2% | -0.2% | +3.4% | +3.3% |
| 30D | -12.3% | +12.3% | -24.7% | -14.4% |
| 3M | -3.6% | -0.7% | -2.9% | -3.6% |
| 6M | +3.1% | +31.3% | -28.1% | -2.8% |
| YTD | +57.7% | +45.7% | +12.0% | +44.9% |
| 1Y | +60.3% | +52.1% | +8.1% | +45.8% |
| 3Y | +163.4% | +158.2% | +5.1% | +114.5% |
| 5Y | +127.4% | +213.8% | -86.3% | +76.0% |
| 10Y | +462.7% | +367.0% | +95.7% | +280.6% |
| All | +532.7% | +352.6% | +180.1% | +328.2% |
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