+163.0%
ECL vs USFD
+325.1%
-162.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -0.8% | -3.3% | +2.6% | +0.2% |
| 30D | -2.5% | -5.3% | +2.8% | -0.9% |
| 3M | +8.3% | +18.8% | -10.4% | +2.7% |
| 6M | -1.1% | +14.3% | -15.4% | -5.3% |
| YTD | +6.5% | +36.9% | -30.4% | -3.9% |
| 1Y | +2.1% | +31.7% | -29.6% | -6.9% |
| 3Y | +57.6% | +164.5% | -106.9% | +15.1% |
| 5Y | +28.1% | +212.6% | -184.5% | -12.6% |
| 10Y | +153.2% | +329.7% | -176.5% | +48.1% |
| All | +163.0% | +325.1% | -162.2% | +53.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling