+250.4%
USFD vs ESTC
+31.2%
+219.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.4% |
| 7D | -3.0% | -8.1% | +5.1% | -1.8% |
| 30D | +3.5% | +31.7% | -28.2% | -1.8% |
| 3M | +26.6% | +41.1% | -14.5% | +18.3% |
| 6M | +11.7% | +77.1% | -65.4% | -0.6% |
| YTD | +38.1% | +21.7% | +16.4% | +30.4% |
| 1Y | +33.4% | +8.4% | +25.0% | +27.7% |
| 3Y | +155.8% | +23.6% | +132.2% | +122.8% |
| 5Y | +214.0% | -46.5% | +260.5% | +203.7% |
| All | +250.4% | +31.2% | +219.3% | +111.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling