+181.1%
USFD vs EQH
+230.1%
-48.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -2.0% |
| 7D | -8.0% | -1.8% | -6.2% | -7.1% |
| 30D | -13.1% | +2.4% | -15.5% | -14.6% |
| 3M | +6.5% | +26.3% | -19.8% | -8.1% |
| 6M | +5.7% | +35.8% | -30.1% | -13.9% |
| YTD | +27.5% | +12.7% | +14.9% | +14.8% |
| 1Y | +23.4% | +2.5% | +21.0% | +17.0% |
| 3Y | +146.4% | +98.6% | +47.8% | +42.9% |
| 5Y | +196.8% | +101.7% | +95.1% | +64.1% |
| All | +181.1% | +230.1% | -48.9% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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