+376.6%
USFD vs EL
+60.9%
+315.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +8.4% | +7.6% | +0.7% | +5.9% |
| 30D | +12.7% | +15.7% | -2.9% | +7.5% |
| 3M | +1.1% | +30.5% | -29.4% | -7.9% |
| 6M | +30.2% | +32.5% | -2.4% | +16.9% |
| YTD | +45.8% | +9.4% | +36.4% | +36.5% |
| 1Y | +51.9% | +28.4% | +23.6% | +33.9% |
| 3Y | +158.5% | +4.4% | +154.0% | +123.9% |
| 5Y | +208.0% | -64.5% | +272.5% | +354.4% |
| 10Y | +376.6% | +64.9% | +311.7% | +322.4% |
| All | +376.6% | +60.9% | +315.7% | +322.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling