+153.6%
USFD vs EFV
+91.8%
+61.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | +1.7% | +2.5% | -0.9% | +0.1% |
| 30D | +10.2% | +2.9% | +7.2% | +8.4% |
| 3M | -1.5% | -1.4% | -0.1% | -0.6% |
| 6M | +27.3% | +5.5% | +21.8% | +23.0% |
| YTD | +44.0% | +16.1% | +27.9% | +30.7% |
| 1Y | +50.4% | +20.3% | +30.1% | +33.3% |
| 3Y | +153.6% | +90.4% | +63.1% | +63.9% |
| All | +153.6% | +91.8% | +61.8% | +63.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling