+69.1%
EFX vs USFD
+368.6%
-299.6%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.7% | -1.4% |
| 7D | -2.2% | +3.9% | -6.1% | -3.2% |
| 30D | +29.2% | +12.8% | +16.3% | +25.5% |
| 3M | +3.5% | +1.0% | +2.5% | +3.1% |
| 6M | +7.8% | +30.3% | -22.5% | +1.0% |
| YTD | -12.4% | +46.0% | -58.4% | -21.1% |
| 1Y | -8.2% | +49.6% | -57.9% | -17.9% |
| 3Y | +4.7% | +166.3% | -161.6% | -18.5% |
| 5Y | -32.0% | +208.4% | -240.4% | -49.5% |
| 10Y | +69.1% | +371.2% | -302.2% | +9.0% |
| All | +69.1% | +368.6% | -299.6% | +9.0% |
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