+158.3%
USFD vs ES
+50.7%
+107.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.2% |
| 7D | +3.9% | +5.9% | -2.0% | +2.7% |
| 30D | +10.7% | +10.2% | +0.5% | +8.6% |
| 3M | +6.3% | +0.4% | +5.9% | +6.1% |
| 6M | +16.2% | +6.9% | +9.4% | +14.8% |
| YTD | +41.9% | +10.5% | +31.3% | +39.1% |
| 1Y | +44.2% | +3.2% | +41.0% | +42.6% |
| All | +158.3% | +50.7% | +107.6% | +141.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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