+270.3%
USFD vs ESTC
+28.9%
+241.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +4.9% | -1.8% | +2.3% |
| 7D | +3.9% | -1.2% | +5.1% | +4.1% |
| 30D | +12.8% | -8.1% | +21.0% | +14.1% |
| 3M | +1.0% | +20.2% | -19.2% | -3.1% |
| 6M | +30.3% | +72.7% | -42.5% | +16.6% |
| YTD | +46.0% | +19.6% | +26.3% | +37.6% |
| 1Y | +49.6% | +0.3% | +49.4% | +45.2% |
| 3Y | +166.3% | +22.8% | +143.5% | +132.2% |
| 5Y | +208.4% | -50.9% | +259.3% | +204.3% |
| All | +270.3% | +28.9% | +241.4% | +123.5% |
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