+51.9%
EWY vs USFD
+49.7%
+2.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +3.1% | +0.6% | +3.7% |
| 7D | -6.3% | +3.9% | -10.2% | -6.0% |
| 30D | -19.8% | +12.8% | -32.7% | -19.6% |
| 3M | -14.4% | +1.0% | -15.4% | -14.2% |
| 6M | -25.3% | +30.3% | -55.5% | -27.3% |
| YTD | +46.2% | +46.0% | +0.2% | +40.6% |
| All | +51.9% | +49.7% | +2.1% | +45.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling