+216.3%
USFD vs ESI
+72.3%
+144.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.4% |
| 7D | -3.0% | +3.3% | -6.3% | -4.2% |
| 30D | +3.5% | -5.9% | +9.4% | +5.5% |
| 3M | +26.6% | -14.1% | +40.7% | +31.2% |
| 6M | +11.7% | +6.6% | +5.1% | +4.5% |
| YTD | +38.1% | +45.0% | -6.9% | +11.5% |
| 1Y | +33.4% | +41.5% | -8.1% | +8.0% |
| 3Y | +155.8% | +78.8% | +77.1% | +72.1% |
| All | +216.3% | +72.3% | +144.0% | +112.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling