-31.4%
EFX vs USFD
+32.2%
-63.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -3.1% |
| 7D | -7.8% | -3.3% | -4.5% | -7.8% |
| 30D | -5.7% | -5.3% | -0.4% | -5.7% |
| 3M | +2.5% | +18.8% | -16.3% | +4.3% |
| 6M | -16.7% | +14.3% | -31.0% | -15.3% |
| YTD | -20.2% | +36.9% | -57.1% | -20.6% |
| 1Y | -31.4% | +31.7% | -63.1% | -28.6% |
| All | -31.4% | +32.2% | -63.5% | -28.6% |
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