+216.3%
USFD vs ESTC
-46.4%
+262.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.5% | +4.1% | +0.2% |
| 7D | -3.0% | -8.1% | +5.1% | -2.1% |
| 30D | +3.5% | +31.7% | -28.2% | -0.6% |
| 3M | +26.6% | +41.1% | -14.5% | +20.2% |
| 6M | +11.7% | +77.1% | -65.4% | +2.0% |
| YTD | +38.1% | +21.7% | +16.4% | +32.5% |
| 1Y | +33.4% | +8.4% | +25.0% | +29.6% |
| 3Y | +155.8% | +23.6% | +132.2% | +129.1% |
| All | +216.3% | -46.4% | +262.7% | +165.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling