+262.9%
ELV vs USFD
+329.0%
-66.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +3.3% | -3.0% | +6.3% | +4.0% |
| 30D | +4.2% | +3.5% | +0.6% | +3.2% |
| 3M | -0.1% | +26.6% | -26.6% | -5.6% |
| 6M | +41.3% | +11.7% | +29.5% | +37.1% |
| YTD | +17.4% | +38.1% | -20.7% | +7.9% |
| 1Y | +35.1% | +33.4% | +1.7% | +25.1% |
| 3Y | -3.2% | +155.8% | -159.1% | -24.3% |
| 5Y | +15.6% | +214.0% | -198.4% | -16.1% |
| 10Y | +276.8% | +320.4% | -43.6% | +130.5% |
| All | +262.9% | +329.0% | -66.1% | +121.2% |
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 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