-26.4%
ELAN vs USFD
+242.8%
-269.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.4% | +0.6% |
| 7D | +11.9% | +1.3% | +10.6% | +11.4% |
| 30D | +18.3% | +10.6% | +7.7% | +14.0% |
| 3M | +19.7% | -2.4% | +22.2% | +20.4% |
| 6M | +23.7% | +28.9% | -5.3% | +11.8% |
| YTD | +17.1% | +43.7% | -26.6% | +1.1% |
| 1Y | +20.2% | +48.5% | -28.3% | +2.5% |
| 3Y | +148.1% | +154.7% | -6.6% | +72.5% |
| 5Y | -19.8% | +218.4% | -238.2% | -48.9% |
| All | -26.4% | +242.8% | -269.2% | -58.5% |
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