+364.2%
ELF vs USFD
+368.6%
-4.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.3% | +1.5% |
| 7D | +7.8% | +3.9% | +3.9% | +5.9% |
| 30D | +9.3% | +12.8% | -3.6% | +3.7% |
| 3M | +21.2% | +1.0% | +20.2% | +20.3% |
| 6M | +96.1% | +30.3% | +65.8% | +74.9% |
| YTD | +57.0% | +46.0% | +11.0% | +31.2% |
| 1Y | +61.9% | +49.6% | +12.2% | +33.6% |
| 3Y | +20.0% | +166.3% | -146.3% | -21.6% |
| 5Y | +284.8% | +208.4% | +76.4% | +131.3% |
| 10Y | +364.2% | +371.2% | -7.0% | +118.0% |
| All | +364.2% | +368.6% | -4.4% | +118.0% |
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 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