-35.6%
ELAN vs USFD
+201.9%
-237.5%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.7% | +2.1% | +1.6% |
| 7D | -5.4% | -8.4% | +2.9% | -2.5% |
| 30D | +4.7% | -14.1% | +18.8% | +10.4% |
| 3M | -3.7% | +4.5% | -8.2% | -5.9% |
| 6M | -1.2% | +4.4% | -5.6% | -3.3% |
| YTD | +2.4% | +26.6% | -24.2% | -7.3% |
| 1Y | +23.4% | +19.4% | +4.0% | +13.8% |
| 3Y | +96.7% | +144.6% | -47.9% | +39.2% |
| 5Y | -30.6% | +194.5% | -225.1% | -54.4% |
| All | -35.6% | +201.9% | -237.5% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling