+317.7%
USFD vs ES
+86.8%
+230.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | -3.0% | +0.3% | -3.3% | -3.1% |
| 30D | +3.5% | -2.0% | +5.5% | +4.2% |
| 3M | +26.6% | +1.7% | +24.9% | +25.8% |
| 6M | +11.7% | -3.5% | +15.2% | +12.7% |
| YTD | +38.1% | +7.9% | +30.2% | +34.0% |
| 1Y | +33.4% | +17.2% | +16.2% | +25.2% |
| 3Y | +155.8% | +29.3% | +126.5% | +126.8% |
| 5Y | +214.0% | -5.7% | +219.8% | +211.0% |
| 10Y | +320.4% | +85.2% | +235.2% | +244.6% |
| All | +317.7% | +86.8% | +230.8% | +237.1% |
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