+265.3%
USFD vs ESTC
+25.9%
+239.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.3% |
| 7D | +1.7% | +2.4% | -0.7% | +1.3% |
| 30D | +10.2% | -4.2% | +14.4% | +10.6% |
| 3M | -1.5% | +2.5% | -4.0% | -2.8% |
| 6M | +27.3% | +81.5% | -54.1% | +13.0% |
| YTD | +44.0% | +16.8% | +27.1% | +36.2% |
| 1Y | +50.4% | -3.5% | +53.8% | +46.9% |
| 3Y | +153.6% | +17.7% | +135.8% | +122.9% |
| 5Y | +219.0% | -51.7% | +270.7% | +215.7% |
| All | +265.3% | +25.9% | +239.3% | +121.3% |
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