+367.0%
USFD vs EVRG
+124.9%
+242.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | -0.2% | +2.5% | -2.6% | -1.5% |
| 30D | +12.3% | +8.4% | +3.9% | +7.7% |
| 3M | -0.7% | +8.6% | -9.3% | -4.9% |
| 6M | +31.3% | +7.7% | +23.6% | +26.1% |
| YTD | +45.7% | +25.0% | +20.8% | +29.2% |
| 1Y | +52.1% | +18.7% | +33.4% | +38.6% |
| 3Y | +158.2% | +102.1% | +56.2% | +75.0% |
| 5Y | +213.8% | +66.8% | +146.9% | +131.7% |
| 10Y | +367.0% | +123.5% | +243.5% | +226.3% |
| All | +367.0% | +124.9% | +242.1% | +226.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 EVRG 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