+4.1%
EWZ vs USFD
+49.7%
-45.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.9% |
| 7D | +1.4% | +3.9% | -2.5% | +1.2% |
| 30D | -25.1% | +12.8% | -37.9% | -25.3% |
| 3M | -7.7% | +1.0% | -8.7% | -7.4% |
| 6M | -15.8% | +30.3% | -46.1% | -17.3% |
| YTD | +3.6% | +46.0% | -42.3% | -0.3% |
| All | +4.1% | +49.7% | -45.6% | -0.9% |
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