+362.2%
USFD vs ESI
+312.6%
+49.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -1.0% |
| 7D | +3.0% | -8.5% | +11.5% | +6.5% |
| 30D | +11.1% | -15.7% | +26.7% | +18.4% |
| 3M | -0.3% | -18.2% | +18.0% | +7.1% |
| 6M | +15.9% | -28.8% | +44.7% | +29.5% |
| YTD | +41.6% | +26.3% | +15.4% | +16.5% |
| 1Y | +49.4% | +18.2% | +31.2% | +26.6% |
| 3Y | +157.8% | +68.1% | +89.7% | +70.8% |
| 5Y | +176.6% | +28.8% | +147.9% | +108.0% |
| All | +362.2% | +312.6% | +49.6% | +101.5% |
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