+162.8%
USFD vs ESTC
+25.2%
+137.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | -0.2% |
| 7D | -3.0% | -8.1% | +5.1% | -2.7% |
| 30D | +3.5% | +31.7% | -28.2% | +2.0% |
| 3M | +26.6% | +41.1% | -14.5% | +24.1% |
| 6M | +11.7% | +77.1% | -65.4% | +7.9% |
| YTD | +38.1% | +21.7% | +16.4% | +37.1% |
| 1Y | +33.4% | +8.4% | +25.0% | +33.5% |
| All | +162.8% | +25.2% | +137.6% | +163.0% |
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