+317.5%
ELF vs USFD
+370.5%
-53.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.5% | -2.2% |
| 7D | -2.7% | +3.9% | -6.7% | -4.5% |
| 30D | +6.9% | +10.7% | -3.8% | +2.2% |
| 3M | +27.2% | +6.3% | +20.9% | +23.7% |
| 6M | +84.9% | +16.2% | +68.6% | +72.6% |
| YTD | +44.5% | +41.9% | +2.6% | +22.2% |
| 1Y | -6.8% | +44.2% | -51.0% | -21.3% |
| 3Y | +14.2% | +159.8% | -145.5% | -24.6% |
| 5Y | +250.6% | +177.1% | +73.5% | +119.7% |
| All | +317.5% | +370.5% | -53.0% | +94.8% |
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 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