+78.4%
EFX vs USFD
+359.1%
-280.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.5% |
| 7D | -3.6% | +1.3% | -5.0% | -4.0% |
| 30D | +25.3% | +10.6% | +14.7% | +22.3% |
| 3M | +3.8% | -2.4% | +6.2% | +4.3% |
| 6M | +12.7% | +28.9% | -16.2% | +5.9% |
| YTD | -13.1% | +43.7% | -56.9% | -21.4% |
| 1Y | -9.3% | +48.5% | -57.8% | -18.7% |
| 3Y | +3.5% | +154.7% | -151.2% | -18.6% |
| 5Y | -30.6% | +218.4% | -249.0% | -48.6% |
| All | +78.4% | +359.1% | -280.7% | +18.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling