+328.9%
USFD vs ES
+91.3%
+237.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.1% | -4.9% | -3.5% |
| 7D | +3.9% | +5.9% | -2.0% | +2.0% |
| 30D | +10.7% | +10.2% | +0.5% | +7.2% |
| 3M | +6.3% | +0.4% | +5.9% | +6.1% |
| 6M | +16.2% | +6.9% | +9.4% | +13.5% |
| YTD | +41.9% | +10.5% | +31.3% | +36.6% |
| 1Y | +44.2% | +3.2% | +41.0% | +41.5% |
| 3Y | +159.8% | +49.0% | +110.7% | +118.6% |
| 5Y | +177.1% | +4.5% | +172.6% | +164.2% |
| 10Y | +376.2% | +92.3% | +283.8% | +286.2% |
| All | +328.9% | +91.3% | +237.6% | +243.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling