+19.3%
ECL vs USFD
+49.2%
-29.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +5.0% |
| 3M | +12.2% | -1.5% | +13.7% | +12.4% |
| 6M | +24.6% | +27.3% | -2.8% | +17.6% |
| YTD | +18.8% | +44.0% | -25.2% | +8.8% |
| 1Y | +19.3% | +50.4% | -31.0% | +7.9% |
| All | +19.3% | +49.2% | -29.9% | +7.9% |
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 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