+106.4%
EWZ vs USFD
+353.3%
-246.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +8.5% | -6.8% | -1.0% |
| 7D | -4.1% | +7.8% | -11.9% | -6.4% |
| 30D | -25.0% | +16.2% | -41.1% | -28.6% |
| 3M | -10.6% | +11.0% | -21.6% | -14.0% |
| 6M | -16.6% | +20.7% | -37.3% | -22.2% |
| YTD | +2.5% | +46.0% | -43.5% | -10.8% |
| 1Y | +8.1% | +49.8% | -41.7% | -6.9% |
| 3Y | +20.4% | +167.3% | -146.9% | -15.5% |
| 5Y | +62.7% | +197.2% | -134.5% | +6.9% |
| 10Y | +52.6% | +389.9% | -337.3% | -21.8% |
| All | +106.4% | +353.3% | -246.9% | +8.1% |
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