+23.1%
ECL vs USFD
+49.6%
-26.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.5% | -5.1% | +1.3% |
| 7D | +7.7% | +7.8% | -0.1% | +5.7% |
| 30D | +13.7% | +16.2% | -2.5% | +9.7% |
| 3M | +11.6% | +11.0% | +0.6% | +8.5% |
| 6M | +23.9% | +20.7% | +3.2% | +18.2% |
| YTD | +21.0% | +46.0% | -25.0% | +10.0% |
| 1Y | +23.1% | +49.8% | -26.7% | +11.1% |
| All | +23.1% | +49.6% | -26.5% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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