+228.6%
EWY vs USFD
+165.3%
+63.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.7% |
| 7D | +4.8% | -3.0% | +7.8% | +5.4% |
| 30D | +11.7% | +3.5% | +8.1% | +10.9% |
| 3M | -7.4% | +26.6% | -34.0% | -13.2% |
| 6M | +40.6% | +11.7% | +28.9% | +36.3% |
| YTD | +94.3% | +38.1% | +56.1% | +76.9% |
| 1Y | +164.3% | +33.4% | +130.9% | +142.4% |
| All | +228.6% | +165.3% | +63.3% | +138.5% |
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