+315.7%
USFD vs ET
+166.1%
+149.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.8% |
| 7D | -7.0% | +0.6% | -7.7% | -7.3% |
| 30D | -10.3% | +5.3% | -15.6% | -12.4% |
| 3M | +9.2% | +15.6% | -6.5% | +2.1% |
| 6M | +7.4% | +20.6% | -13.2% | -1.7% |
| YTD | +29.4% | +38.5% | -9.1% | +11.1% |
| 1Y | +24.8% | +35.7% | -10.9% | +7.9% |
| 3Y | +150.0% | +98.4% | +51.6% | +79.3% |
| 5Y | +195.5% | +245.3% | -49.8% | +61.7% |
| 10Y | +315.7% | +173.7% | +142.0% | +90.4% |
| All | +315.7% | +166.1% | +149.6% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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