+213.8%
USFD vs EL
-64.9%
+278.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -0.2% | +0.3% | -0.4% | -0.2% |
| 30D | +12.3% | +12.3% | 0.0% | +9.7% |
| 3M | -0.7% | +28.4% | -29.1% | -5.9% |
| 6M | +31.3% | +36.7% | -5.5% | +22.2% |
| YTD | +45.7% | +8.4% | +37.3% | +40.5% |
| 1Y | +52.1% | +25.4% | +26.7% | +41.6% |
| 3Y | +158.2% | +3.4% | +154.8% | +136.6% |
| 5Y | +213.8% | -64.8% | +278.5% | +351.9% |
| All | +213.8% | -64.9% | +278.7% | +351.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling