+328.2%
USFD vs EFV
+160.8%
+167.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +1.4% |
| 7D | +3.0% | -0.7% | +3.6% | +3.9% |
| 30D | +11.1% | +0.9% | +10.2% | +10.2% |
| 3M | -0.3% | -3.6% | +3.3% | +3.9% |
| 6M | +15.9% | +2.5% | +13.4% | +12.2% |
| YTD | +41.6% | +13.2% | +28.4% | +21.3% |
| 1Y | +49.4% | +20.3% | +29.1% | +19.0% |
| 3Y | +157.8% | +84.9% | +72.9% | +19.1% |
| 5Y | +176.6% | +87.7% | +88.9% | +25.4% |
| 10Y | +375.4% | +160.7% | +214.6% | +58.2% |
| All | +328.2% | +160.8% | +167.4% | +42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling