+317.7%
USFD vs EFV
+174.8%
+142.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.2% | -0.2% |
| 7D | -3.0% | +1.5% | -4.5% | -4.7% |
| 30D | +3.5% | +1.7% | +1.8% | +1.5% |
| 3M | +26.6% | +8.6% | +17.9% | +14.7% |
| 6M | +11.7% | +11.7% | 0.0% | -2.5% |
| YTD | +38.1% | +19.3% | +18.9% | +11.4% |
| 1Y | +33.4% | +30.2% | +3.2% | -3.2% |
| 3Y | +155.8% | +91.6% | +64.2% | +13.5% |
| 5Y | +214.0% | +96.4% | +117.6% | +35.3% |
| 10Y | +320.4% | +166.5% | +153.9% | +32.0% |
| All | +317.7% | +174.8% | +142.9% | +30.5% |
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