+157.8%
USFD vs EL
+3.8%
+154.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.4% |
| 7D | +3.0% | +0.8% | +2.2% | +2.9% |
| 30D | +11.1% | +16.5% | -5.5% | +9.1% |
| 3M | -0.3% | +29.2% | -29.5% | -3.2% |
| 6M | +15.9% | +27.9% | -12.0% | +12.3% |
| YTD | +41.6% | +6.2% | +35.4% | +39.1% |
| 1Y | +49.4% | +27.2% | +22.2% | +43.2% |
| 3Y | +157.8% | +3.2% | +154.6% | +142.7% |
| All | +157.8% | +3.8% | +154.1% | +142.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling