+196.8%
ECL vs USFD
+369.7%
-173.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -0.8% | +3.0% | -3.7% | -1.7% |
| 30D | +8.1% | +11.1% | -2.9% | +4.7% |
| 3M | +6.4% | -0.3% | +6.6% | +6.2% |
| 6M | +14.8% | +15.9% | -1.1% | +9.3% |
| YTD | +15.5% | +41.6% | -26.2% | +2.9% |
| 1Y | +20.1% | +49.4% | -29.3% | +5.2% |
| 3Y | +77.8% | +157.8% | -80.1% | +30.5% |
| 5Y | +37.9% | +176.6% | -138.8% | -2.9% |
| All | +196.8% | +369.7% | -173.0% | +78.5% |
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