+57.8%
EWZ vs USFD
+188.3%
-130.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -1.5% | +3.0% | -4.4% | -2.2% |
| 30D | -24.5% | +11.1% | -35.6% | -26.3% |
| 3M | -10.7% | -0.3% | -10.4% | -10.9% |
| 6M | -19.1% | +15.9% | -35.0% | -22.3% |
| YTD | +1.6% | +41.6% | -40.0% | -7.8% |
| 1Y | +4.3% | +49.4% | -45.1% | -6.8% |
| 3Y | +19.0% | +157.8% | -138.9% | -8.8% |
| All | +57.8% | +188.3% | -130.5% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling