+165.1%
USFD vs EVRG
+71.7%
+93.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.2% |
| 7D | -3.0% | +1.1% | -4.1% | -3.4% |
| 30D | +3.5% | -1.0% | +4.5% | +3.9% |
| 3M | +26.6% | +0.4% | +26.2% | +26.4% |
| 6M | +11.7% | -0.8% | +12.5% | +12.0% |
| YTD | +38.1% | +15.3% | +22.8% | +31.1% |
| 1Y | +33.4% | +17.9% | +15.5% | +25.9% |
| All | +165.1% | +71.7% | +93.4% | +121.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling