+367.0%
USFD vs ESI
+323.9%
+43.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -1.8% |
| 7D | -0.2% | +1.8% | -2.0% | -1.1% |
| 30D | +12.3% | -6.6% | +18.9% | +14.5% |
| 3M | -0.7% | -9.4% | +8.7% | +1.9% |
| 6M | +31.3% | -24.1% | +55.4% | +42.8% |
| YTD | +45.7% | +37.1% | +8.6% | +15.5% |
| 1Y | +52.1% | +24.5% | +27.6% | +26.1% |
| 3Y | +158.2% | +83.2% | +75.1% | +64.4% |
| 5Y | +213.8% | +44.0% | +169.8% | +123.7% |
| 10Y | +367.0% | +332.8% | +34.2% | +88.8% |
| All | +367.0% | +323.9% | +43.1% | +88.8% |
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