+43.6%
EWZ vs USFD
+369.7%
-326.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | +3.0% | -4.4% | -2.5% |
| 30D | -24.5% | +11.1% | -35.6% | -27.1% |
| 3M | -10.7% | -0.3% | -10.4% | -11.1% |
| 6M | -19.1% | +15.9% | -35.0% | -23.6% |
| YTD | +1.6% | +41.6% | -40.0% | -10.7% |
| 1Y | +4.3% | +49.4% | -45.1% | -10.1% |
| 3Y | +19.0% | +157.8% | -138.9% | -15.5% |
| 5Y | +57.7% | +176.6% | -119.0% | +6.1% |
| All | +43.6% | +369.7% | -326.1% | -24.4% |
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