+35.1%
ELV vs USFD
+34.2%
+0.8%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +3.3% | -3.0% | +6.3% | +3.7% |
| 30D | +4.2% | +3.5% | +0.6% | +3.7% |
| 3M | -0.1% | +26.6% | -26.6% | -2.7% |
| 6M | +41.3% | +11.7% | +29.5% | +39.4% |
| YTD | +17.4% | +38.1% | -20.7% | +11.3% |
| 1Y | +35.1% | +33.4% | +1.7% | +28.2% |
| All | +35.1% | +34.2% | +0.8% | +28.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling