+142.3%
EWZ vs USFD
+329.0%
-186.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.6% |
| 7D | +6.5% | -3.0% | +9.5% | +7.5% |
| 30D | +4.8% | +3.5% | +1.3% | +3.5% |
| 3M | +9.9% | +26.6% | -16.7% | +1.5% |
| 6M | +1.9% | +11.7% | -9.8% | -2.3% |
| YTD | +20.3% | +38.1% | -17.8% | +7.0% |
| 1Y | +35.6% | +33.4% | +2.2% | +21.7% |
| 3Y | +43.4% | +155.8% | -112.4% | +2.4% |
| 5Y | +55.9% | +214.0% | -158.1% | +0.6% |
| 10Y | +84.2% | +320.4% | -236.2% | -1.6% |
| All | +142.3% | +329.0% | -186.7% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling