+371.2%
USFD vs ESI
+323.5%
+47.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.1% | -2.1% | +0.8% |
| 7D | +3.9% | -3.5% | +7.4% | +5.0% |
| 30D | +12.8% | -9.3% | +22.1% | +16.5% |
| 3M | +1.0% | -12.8% | +13.8% | +5.4% |
| 6M | +30.3% | -24.6% | +54.9% | +41.9% |
| YTD | +46.0% | +32.7% | +13.2% | +17.4% |
| 1Y | +49.6% | +20.3% | +29.3% | +26.0% |
| 3Y | +166.3% | +80.2% | +86.1% | +70.6% |
| 5Y | +208.4% | +40.0% | +168.4% | +122.7% |
| 10Y | +371.2% | +310.8% | +60.5% | +97.0% |
| All | +371.2% | +323.5% | +47.8% | +97.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling