+15.9%
USFD vs ESTC
+75.2%
-59.3%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.1% |
| 7D | +3.0% | -11.5% | +14.5% | +2.3% |
| 30D | +11.1% | -7.5% | +18.6% | +10.5% |
| 3M | -0.3% | +23.1% | -23.3% | +2.5% |
| 6M | +15.9% | +75.3% | -59.4% | +25.1% |
| All | +15.9% | +75.2% | -59.3% | +25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling