+67.1%
EFX vs USFD
+339.9%
-272.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.2% |
| 7D | +2.7% | +3.0% | -0.3% | +1.9% |
| 30D | +33.1% | +11.1% | +22.1% | +29.9% |
| 3M | +8.2% | -0.3% | +8.4% | +8.2% |
| 6M | +10.2% | +15.9% | -5.7% | +6.1% |
| YTD | -11.8% | +41.6% | -53.5% | -19.9% |
| 1Y | -6.1% | +49.4% | -55.5% | -15.9% |
| 3Y | +7.5% | +157.8% | -150.4% | -15.6% |
| 5Y | -30.7% | +176.6% | -207.3% | -47.3% |
| 10Y | +68.7% | +375.4% | -306.7% | +12.2% |
| All | +67.1% | +339.9% | -272.7% | +11.7% |
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