+353.3%
USFD vs ESI
+321.1%
+32.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.1% | +0.8% | -0.4% |
| 7D | +1.3% | +8.3% | -7.0% | -2.2% |
| 30D | +10.6% | -10.4% | +21.0% | +14.8% |
| 3M | -2.4% | -13.2% | +10.7% | +2.1% |
| 6M | +28.9% | -23.9% | +52.8% | +39.9% |
| YTD | +43.7% | +34.2% | +9.5% | +15.0% |
| 1Y | +48.5% | +22.2% | +26.3% | +24.1% |
| 3Y | +154.7% | +79.2% | +75.5% | +63.7% |
| 5Y | +218.4% | +38.1% | +180.2% | +131.6% |
| All | +353.3% | +321.1% | +32.2% | +85.2% |
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