+354.1%
USFD vs ESI
+318.1%
+36.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +1.7% | +5.5% | -3.8% | -0.7% |
| 30D | +10.2% | -7.8% | +17.9% | +13.0% |
| 3M | -1.5% | -15.0% | +13.5% | +4.0% |
| 6M | +27.3% | -24.9% | +52.2% | +39.1% |
| YTD | +44.0% | +33.2% | +10.8% | +15.6% |
| 1Y | +50.4% | +24.9% | +25.4% | +24.2% |
| 3Y | +153.6% | +77.8% | +75.8% | +63.6% |
| 5Y | +219.0% | +37.1% | +181.8% | +132.8% |
| All | +354.1% | +318.1% | +36.1% | +86.2% |
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