+259.9%
USFD vs ESTC
+20.3%
+239.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -6.1% | +3.3% | -1.8% |
| 7D | +3.9% | -18.5% | +22.4% | +7.3% |
| 30D | +10.7% | -11.0% | +21.7% | +12.5% |
| 3M | +6.3% | +20.8% | -14.4% | +1.9% |
| 6M | +16.2% | +67.9% | -51.7% | +4.4% |
| YTD | +41.9% | +11.6% | +30.2% | +35.3% |
| 1Y | +44.2% | -3.3% | +47.5% | +40.6% |
| 3Y | +159.8% | +16.4% | +143.4% | +128.2% |
| 5Y | +177.1% | -49.9% | +227.0% | +170.3% |
| All | +259.9% | +20.3% | +239.6% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling