+33.4%
USFD vs EL
+14.8%
+18.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.0% | -3.3% | -0.5% |
| 7D | -3.0% | +0.8% | -3.8% | -3.1% |
| 30D | +3.5% | +19.8% | -16.3% | +2.2% |
| 3M | +26.6% | +25.7% | +0.9% | +24.4% |
| 6M | +11.7% | +5.4% | +6.3% | +10.8% |
| YTD | +38.1% | +0.2% | +37.9% | +36.1% |
| 1Y | +33.4% | +20.4% | +12.9% | +27.4% |
| All | +33.4% | +14.8% | +18.6% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling