+202.3%
ECL vs USFD
+359.9%
-157.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +2.9% | +1.7% | +1.2% | +2.4% |
| 30D | +7.5% | +10.2% | -2.7% | +4.4% |
| 3M | +12.2% | -1.5% | +13.7% | +12.5% |
| 6M | +24.6% | +27.3% | -2.8% | +15.4% |
| YTD | +18.8% | +44.0% | -25.2% | +5.3% |
| 1Y | +19.3% | +50.4% | -31.0% | +4.4% |
| 3Y | +78.2% | +153.6% | -75.4% | +31.4% |
| 5Y | +38.8% | +219.0% | -180.2% | -6.0% |
| All | +202.3% | +359.9% | -157.7% | +76.9% |
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