+340.6%
USFD vs ET
+324.2%
+16.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.2% | +1.8% | -1.9% | -0.9% |
| 30D | +12.3% | -3.0% | +15.3% | +13.3% |
| 3M | -0.7% | -4.7% | +4.0% | +0.8% |
| 6M | +31.3% | +2.7% | +28.6% | +28.9% |
| YTD | +45.7% | +26.5% | +19.2% | +30.5% |
| 1Y | +52.1% | +25.0% | +27.2% | +36.8% |
| 3Y | +158.2% | +85.4% | +72.9% | +93.7% |
| 5Y | +213.8% | +215.5% | -1.8% | +85.1% |
| 10Y | +367.0% | +161.3% | +205.7% | +127.9% |
| All | +340.6% | +324.2% | +16.4% | +103.1% |
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 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