+49.8%
USFD vs ESTC
+1.6%
+48.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.9% | +9.3% | +8.4% |
| 7D | +7.8% | -15.9% | +23.7% | +6.3% |
| 30D | +16.2% | -5.5% | +21.7% | +15.7% |
| 3M | +11.0% | +26.2% | -15.2% | +14.4% |
| 6M | +20.7% | +77.0% | -56.3% | +30.5% |
| YTD | +46.0% | +18.9% | +27.1% | +52.6% |
| 1Y | +49.8% | +1.3% | +48.5% | +55.4% |
| All | +49.8% | +1.6% | +48.2% | +55.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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