+30.0%
ECL vs USFD
+215.8%
-185.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -2.6% | -3.0% | +0.4% | -1.6% |
| 30D | -2.2% | +3.5% | -5.7% | -3.5% |
| 3M | +10.1% | +26.6% | -16.5% | +0.9% |
| 6M | -5.7% | +11.7% | -17.4% | -9.8% |
| YTD | +7.0% | +38.1% | -31.2% | -6.0% |
| 1Y | +2.7% | +33.4% | -30.7% | -8.8% |
| 3Y | +57.7% | +155.8% | -98.1% | +6.1% |
| All | +30.0% | +215.8% | -185.9% | -23.9% |
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 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