+52.1%
USFD vs EVRG
+18.9%
+33.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +7.9% |
| 3M | -0.7% | +8.6% | -9.3% | -4.8% |
| 6M | +31.3% | +7.7% | +23.6% | +26.7% |
| YTD | +45.7% | +25.0% | +20.8% | +24.7% |
| 1Y | +52.1% | +18.7% | +33.4% | +36.8% |
| All | +52.1% | +18.9% | +33.2% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling