+317.7%
USFD vs ESI
+300.4%
+17.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.9% | -3.3% | -1.6% |
| 7D | -3.0% | +3.3% | -6.3% | -4.4% |
| 30D | +3.5% | -5.9% | +9.4% | +5.8% |
| 3M | +26.6% | -14.1% | +40.7% | +31.9% |
| 6M | +11.7% | +6.6% | +5.1% | +4.2% |
| YTD | +38.1% | +45.0% | -6.9% | +10.9% |
| 1Y | +33.4% | +41.5% | -8.1% | +7.4% |
| 3Y | +155.8% | +78.8% | +77.1% | +75.7% |
| 5Y | +214.0% | +70.9% | +143.1% | +117.1% |
| 10Y | +320.4% | +317.1% | +3.3% | +88.0% |
| All | +317.7% | +300.4% | +17.3% | +85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling