+157.8%
USFD vs EFV
+84.2%
+73.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.7% |
| 7D | +3.0% | -0.7% | +3.6% | +3.5% |
| 30D | +11.1% | +0.9% | +10.2% | +10.7% |
| 3M | -0.3% | -3.6% | +3.3% | +2.0% |
| 6M | +15.9% | +2.5% | +13.4% | +14.1% |
| YTD | +41.6% | +13.2% | +28.4% | +30.6% |
| 1Y | +49.4% | +20.3% | +29.1% | +32.2% |
| 3Y | +157.8% | +84.9% | +72.9% | +69.6% |
| All | +157.8% | +84.2% | +73.6% | +69.6% |
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