+189.9%
ECL vs USFD
+340.6%
-150.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.1% |
| 7D | +1.7% | +3.9% | -2.3% | +0.4% |
| 30D | +8.9% | +10.7% | -1.8% | +5.6% |
| 3M | +7.4% | +6.3% | +1.1% | +5.1% |
| 6M | +19.3% | +16.2% | +3.1% | +13.6% |
| YTD | +17.4% | +41.9% | -24.4% | +4.7% |
| 1Y | +19.4% | +44.2% | -24.8% | +5.8% |
| 3Y | +80.5% | +159.8% | -79.3% | +32.3% |
| 5Y | +40.2% | +177.1% | -136.9% | -1.1% |
| 10Y | +207.8% | +376.2% | -168.3% | +76.4% |
| All | +189.9% | +340.6% | -150.7% | +67.4% |
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