+9.6%
EIX vs USFD
+34.2%
-24.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -19.1% | -3.0% | -16.1% | -18.3% |
| 30D | -16.9% | +3.5% | -20.4% | -17.1% |
| 3M | -20.0% | +26.6% | -46.6% | -23.0% |
| 6M | -21.3% | +11.7% | -33.0% | -22.5% |
| YTD | -1.7% | +38.1% | -39.8% | -7.8% |
| 1Y | +9.6% | +33.4% | -23.8% | +4.6% |
| All | +9.6% | +34.2% | -24.7% | +4.6% |
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