+341.3%
USFD vs ET
+316.3%
+25.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.9% | +2.2% | +2.7% |
| 7D | +3.9% | -4.4% | +8.4% | +5.8% |
| 30D | +12.8% | -4.8% | +17.6% | +14.8% |
| 3M | +1.0% | -3.4% | +4.4% | +1.9% |
| 6M | +30.3% | +2.2% | +28.1% | +28.1% |
| YTD | +46.0% | +24.2% | +21.8% | +31.8% |
| 1Y | +49.6% | +24.5% | +25.1% | +34.7% |
| 3Y | +166.3% | +83.6% | +82.7% | +100.5% |
| 5Y | +208.4% | +203.4% | +5.0% | +84.9% |
| 10Y | +371.2% | +166.5% | +204.7% | +130.9% |
| All | +341.3% | +316.3% | +25.0% | +105.1% |
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