-25.6%
EFX vs USFD
+34.2%
-59.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.4% |
| 7D | -8.6% | -3.0% | -5.6% | -8.6% |
| 30D | +0.1% | +3.5% | -3.4% | +0.2% |
| 3M | +3.8% | +26.6% | -22.7% | +6.3% |
| 6M | -13.5% | +11.7% | -25.2% | -12.4% |
| YTD | -17.7% | +38.1% | -55.8% | -18.0% |
| 1Y | -25.6% | +33.4% | -59.0% | -22.6% |
| All | -25.6% | +34.2% | -59.8% | -22.6% |
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