+317.7%
USFD vs ET
+360.5%
-42.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.5% |
| 7D | -3.0% | +0.9% | -3.9% | -3.4% |
| 30D | +3.5% | +7.5% | -3.9% | +0.4% |
| 3M | +26.6% | +11.4% | +15.2% | +20.7% |
| 6M | +11.7% | +18.5% | -6.8% | +3.5% |
| YTD | +38.1% | +37.4% | +0.7% | +20.0% |
| 1Y | +33.4% | +30.9% | +2.4% | +18.0% |
| 3Y | +155.8% | +98.7% | +57.1% | +87.0% |
| 5Y | +214.0% | +230.7% | -16.7% | +81.9% |
| 10Y | +320.4% | +175.6% | +144.8% | +100.5% |
| All | +317.7% | +360.5% | -42.8% | +86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling