-19.5%
ELF vs USFD
+156.9%
-176.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.3% |
| 7D | +5.4% | -3.0% | +8.4% | +6.6% |
| 30D | +27.0% | +3.5% | +23.4% | +25.0% |
| 3M | +113.2% | +26.6% | +86.6% | +91.2% |
| 6M | +36.6% | +11.7% | +24.9% | +29.0% |
| YTD | +44.2% | +38.1% | +6.1% | +18.5% |
| 1Y | -18.0% | +33.4% | -51.4% | -30.8% |
| All | -19.5% | +156.9% | -176.4% | -48.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling