-29.8%
ELAN vs USFD
+197.4%
-227.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | +0.8% |
| 7D | -4.6% | -7.0% | +2.4% | -1.4% |
| 30D | +5.7% | -10.3% | +16.0% | +11.0% |
| 3M | -3.9% | +9.2% | -13.1% | -9.0% |
| 6M | -1.6% | +7.4% | -9.0% | -5.9% |
| YTD | +4.1% | +29.4% | -25.3% | -10.5% |
| 1Y | +25.5% | +24.8% | +0.7% | +9.5% |
| 3Y | +103.2% | +150.0% | -46.8% | +20.2% |
| 5Y | -29.8% | +195.5% | -225.3% | -62.2% |
| All | -29.8% | +197.4% | -227.2% | -62.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling