-25.6%
ELAN vs USFD
+243.4%
-269.0%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | +4.0% | +1.7% | +2.4% | +3.4% |
| 30D | +18.8% | +10.2% | +8.6% | +14.6% |
| 3M | +19.0% | -1.5% | +20.5% | +19.2% |
| 6M | +22.8% | +27.3% | -4.5% | +11.5% |
| YTD | +18.3% | +44.0% | -25.6% | +2.1% |
| 1Y | +21.8% | +50.4% | -28.6% | +3.4% |
| 3Y | +153.8% | +153.6% | +0.3% | +76.7% |
| 5Y | -18.9% | +219.0% | -237.9% | -48.4% |
| All | -25.6% | +243.4% | -269.0% | -58.1% |
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