+329.7%
USFD vs EFV
+163.3%
+166.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.1% |
| 7D | -3.3% | +1.0% | -4.3% | -4.5% |
| 30D | -5.3% | +0.2% | -5.5% | -5.6% |
| 3M | +18.8% | +9.6% | +9.2% | +5.9% |
| 6M | +14.3% | +14.0% | +0.2% | -3.6% |
| YTD | +36.9% | +18.5% | +18.4% | +9.8% |
| 1Y | +31.7% | +27.9% | +3.8% | -4.3% |
| 3Y | +164.5% | +92.4% | +72.0% | +9.9% |
| 5Y | +212.6% | +97.2% | +115.4% | +25.8% |
| 10Y | +329.7% | +163.0% | +166.7% | +19.2% |
| All | +329.7% | +163.3% | +166.4% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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