-31.9%
ELAN vs USFD
+229.4%
-261.4%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +1.6% | -3.0% | +4.6% | +2.7% |
| 30D | -6.6% | +3.5% | -10.1% | -8.1% |
| 3M | -0.8% | +26.6% | -27.4% | -9.6% |
| 6M | +0.2% | +11.7% | -11.5% | -4.2% |
| YTD | +8.3% | +38.1% | -29.9% | -5.0% |
| 1Y | +40.2% | +33.4% | +6.9% | +24.4% |
| 3Y | +97.7% | +155.8% | -58.1% | +37.7% |
| 5Y | -28.3% | +214.0% | -242.3% | -54.0% |
| All | -31.9% | +229.4% | -261.4% | -61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling