+341.4%
ELF vs USFD
+369.7%
-28.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.8% |
| 7D | +4.0% | +3.0% | +1.0% | +2.5% |
| 30D | +10.6% | +11.1% | -0.5% | +5.6% |
| 3M | +25.8% | -0.3% | +26.1% | +25.6% |
| 6M | +89.1% | +15.9% | +73.2% | +76.7% |
| YTD | +52.7% | +41.6% | +11.1% | +29.3% |
| 1Y | +51.7% | +49.4% | +2.3% | +25.1% |
| 3Y | +14.2% | +157.8% | -143.6% | -24.4% |
| 5Y | +270.7% | +176.6% | +94.1% | +132.5% |
| All | +341.4% | +369.7% | -28.3% | +106.0% |
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