+49.4%
USFD vs ESI
+16.5%
+32.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.3% |
| 7D | +3.0% | -8.5% | +11.5% | +3.5% |
| 30D | +11.1% | -15.7% | +26.7% | +12.3% |
| 3M | -0.3% | -18.2% | +18.0% | +1.1% |
| 6M | +15.9% | -28.8% | +44.7% | +19.0% |
| YTD | +41.6% | +26.3% | +15.4% | +26.7% |
| 1Y | +49.4% | +18.2% | +31.2% | +36.6% |
| All | +49.4% | +16.5% | +32.9% | +36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling