+99.9%
ELAN vs USFD
+149.2%
-49.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | +0.5% |
| 7D | -4.6% | -7.0% | +2.4% | -1.8% |
| 30D | +5.7% | -10.3% | +16.0% | +10.3% |
| 3M | -3.9% | +9.2% | -13.1% | -8.8% |
| 6M | -1.6% | +7.4% | -9.0% | -5.8% |
| YTD | +4.1% | +29.4% | -25.3% | -10.4% |
| 1Y | +25.5% | +24.8% | +0.7% | +9.9% |
| All | +99.9% | +149.2% | -49.3% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling