+177.1%
USFD vs ES
+5.0%
+172.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.4% |
| 7D | +3.9% | +5.9% | -2.0% | +2.3% |
| 30D | +10.7% | +10.2% | +0.5% | +7.8% |
| 3M | +6.3% | +0.4% | +5.9% | +6.1% |
| 6M | +16.2% | +6.9% | +9.4% | +14.1% |
| YTD | +41.9% | +10.5% | +31.3% | +37.7% |
| 1Y | +44.2% | +3.2% | +41.0% | +42.1% |
| 3Y | +159.8% | +49.0% | +110.7% | +124.7% |
| 5Y | +177.1% | +4.5% | +172.6% | +157.8% |
| All | +177.1% | +5.0% | +172.1% | +157.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling