+38.7%
ECL vs USFD
+208.7%
-170.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.4% | +8.4% | -7.9% | -2.5% |
| 30D | +8.6% | +12.7% | -4.2% | +3.8% |
| 3M | +7.9% | +1.1% | +6.8% | +7.2% |
| 6M | +21.0% | +30.2% | -9.1% | +9.2% |
| YTD | +17.5% | +45.8% | -28.3% | +0.4% |
| 1Y | +19.7% | +51.9% | -32.3% | +0.5% |
| 3Y | +77.4% | +158.5% | -81.0% | +16.8% |
| 5Y | +38.7% | +208.0% | -169.4% | -18.8% |
| All | +38.7% | +208.7% | -170.0% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling