+197.7%
ECL vs USFD
+368.6%
-170.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.1% | -1.1% | +1.1% |
| 7D | -0.5% | +3.9% | -4.4% | -1.7% |
| 30D | +8.8% | +12.8% | -4.0% | +4.9% |
| 3M | +7.8% | +1.0% | +6.9% | +7.3% |
| 6M | +21.3% | +30.3% | -9.0% | +11.6% |
| YTD | +17.8% | +46.0% | -28.2% | +4.1% |
| 1Y | +21.1% | +49.6% | -28.6% | +6.0% |
| 3Y | +80.1% | +166.3% | -86.2% | +30.9% |
| 5Y | +40.5% | +208.4% | -167.9% | -4.0% |
| 10Y | +197.7% | +371.2% | -173.5% | +76.8% |
| All | +197.7% | +368.6% | -170.9% | +76.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling