+329.7%
USFD vs EVRG
+114.7%
+215.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.4% |
| 7D | -3.3% | +0.9% | -4.2% | -3.8% |
| 30D | -5.3% | -0.5% | -4.8% | -5.1% |
| 3M | +18.8% | +1.5% | +17.3% | +17.8% |
| 6M | +14.3% | +1.2% | +13.1% | +13.2% |
| YTD | +36.9% | +16.3% | +20.5% | +26.0% |
| 1Y | +31.7% | +20.3% | +11.5% | +19.1% |
| 3Y | +164.5% | +72.3% | +92.2% | +94.8% |
| 5Y | +212.6% | +46.7% | +165.9% | +147.5% |
| 10Y | +329.7% | +113.8% | +215.9% | +204.3% |
| All | +329.7% | +114.7% | +215.0% | +204.3% |
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