+24.8%
USFD vs ET
+35.5%
-10.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.5% |
| 7D | -7.0% | +0.6% | -7.7% | -7.0% |
| 30D | -10.3% | +5.3% | -15.6% | -10.4% |
| 3M | +9.2% | +15.6% | -6.5% | +8.9% |
| 6M | +7.4% | +20.6% | -13.2% | +6.9% |
| YTD | +29.4% | +38.5% | -9.1% | +30.3% |
| 1Y | +24.8% | +35.7% | -10.9% | +26.1% |
| All | +24.8% | +35.5% | -10.6% | +26.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling