+192.6%
USFD vs EVRG
+64.6%
+127.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +3.0% | +1.9% | +1.1% | +2.2% |
| 30D | +11.1% | +9.0% | +2.0% | +7.3% |
| 3M | -0.3% | +6.3% | -6.6% | -2.7% |
| 6M | +15.9% | +9.9% | +6.0% | +11.5% |
| YTD | +41.6% | +23.8% | +17.8% | +29.9% |
| 1Y | +49.4% | +19.9% | +29.5% | +38.8% |
| 3Y | +157.8% | +94.3% | +63.6% | +97.9% |
| All | +192.6% | +64.6% | +127.9% | +126.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling