+280.7%
ELV vs USFD
+339.9%
-59.2%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +1.3% | +3.0% | -1.6% | +0.6% |
| 30D | +5.3% | +11.1% | -5.8% | +2.7% |
| 3M | +9.2% | -0.3% | +9.5% | +9.1% |
| 6M | +14.5% | +15.9% | -1.3% | +10.2% |
| YTD | +23.2% | +41.6% | -18.4% | +12.4% |
| 1Y | +38.0% | +49.4% | -11.3% | +24.3% |
| 3Y | -1.5% | +157.8% | -159.4% | -23.1% |
| 5Y | +8.5% | +176.6% | -168.1% | -18.7% |
| 10Y | +309.5% | +375.4% | -65.9% | +143.5% |
| All | +280.7% | +339.9% | -59.2% | +130.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling