+56.1%
EFX vs USFD
+329.0%
-272.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.3% |
| 7D | -8.6% | -3.0% | -5.6% | -8.0% |
| 30D | +0.1% | +3.5% | -3.4% | -0.8% |
| 3M | +3.8% | +26.6% | -22.7% | -1.9% |
| 6M | -13.5% | +11.7% | -25.2% | -16.1% |
| YTD | -17.7% | +38.1% | -55.8% | -24.8% |
| 1Y | -25.6% | +33.4% | -59.0% | -31.5% |
| 3Y | -12.1% | +155.8% | -167.9% | -30.9% |
| 5Y | -33.8% | +214.0% | -247.8% | -50.8% |
| 10Y | +45.1% | +320.4% | -275.2% | -2.1% |
| All | +56.1% | +329.0% | -272.9% | +4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling