+158.3%
USFD vs ESTC
+15.4%
+142.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.1% | +3.3% | -2.5% |
| 7D | +3.9% | -18.5% | +22.4% | +4.9% |
| 30D | +10.7% | -11.0% | +21.7% | +11.2% |
| 3M | +6.3% | +20.8% | -14.4% | +4.9% |
| 6M | +16.2% | +67.9% | -51.7% | +12.2% |
| YTD | +41.9% | +11.6% | +30.2% | +41.1% |
| 1Y | +44.2% | -3.3% | +47.5% | +45.4% |
| All | +158.3% | +15.4% | +142.9% | +159.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling