+12.5%
ELAN vs USFD
+49.6%
-37.1%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +8.5% | -5.4% | +1.2% |
| 7D | +11.7% | +7.8% | +3.9% | +9.8% |
| 30D | +12.4% | +16.2% | -3.7% | +8.8% |
| 3M | -1.1% | +11.0% | -12.1% | -4.1% |
| 6M | +12.4% | +20.7% | -8.3% | +5.9% |
| YTD | +11.8% | +46.0% | -34.1% | -0.3% |
| 1Y | +12.5% | +49.8% | -37.3% | -0.8% |
| All | +12.5% | +49.6% | -37.1% | -0.8% |
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