+162.8%
USFD vs ESI
+79.8%
+83.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -0.9% |
| 7D | -3.0% | +3.3% | -6.3% | -3.7% |
| 30D | +3.5% | -5.9% | +9.4% | +4.7% |
| 3M | +26.6% | -14.1% | +40.7% | +29.2% |
| 6M | +11.7% | +6.6% | +5.1% | +7.5% |
| YTD | +38.1% | +45.0% | -6.9% | +21.7% |
| 1Y | +33.4% | +41.5% | -8.1% | +17.8% |
| All | +162.8% | +79.8% | +83.0% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling