-36.6%
EFX vs USFD
+197.4%
-234.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -5.5% | +3.4% | 0.0% |
| 7D | -9.4% | -7.0% | -2.4% | -6.9% |
| 30D | -6.9% | -10.3% | +3.4% | -3.0% |
| 3M | +0.1% | +9.2% | -9.1% | -3.3% |
| 6M | -17.3% | +7.4% | -24.7% | -20.1% |
| YTD | -21.8% | +29.4% | -51.2% | -31.5% |
| 1Y | -32.5% | +24.8% | -57.4% | -40.1% |
| 3Y | -12.3% | +150.0% | -162.3% | -43.9% |
| 5Y | -36.6% | +195.5% | -232.1% | -63.9% |
| All | -36.6% | +197.4% | -234.0% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling