Data were collected on 85 Simmental and Simmental × Holstein–Friesian heifers. During the indoor winter period, they were offered grass silage ad libitum and 2 kg of concentrate daily, and individual dry matter intake (DMI) and growth was recorded over 84 days. Individual grass herbage DMI was determined at pasture over a 6-day period, using the n-alkane technique. Body condition score, skeletal measurements, ultrasonic fat and muscle depth, visual muscularity score, total tract digestibility, blood hormones, metabolites and haematology variables and activity behaviour were measured for all heifers. Phenotypic residual feed intake (RFI) was calculated for each animal as the difference between actual DMI and expected DMI during the indoor winter period. Expected DMI was calculated for each animal by regressing average daily DMI on mid-test live weight (LW)0.75 and average daily gain (ADG) over an 84-day period. Standard deviations above and below the mean were used to group animals into high (>0.5 s.d.), medium (±0.5 s.d.) and low (<0.5 s.d.) RFI. Overall mean (s.d.) values for DMI (kg/day), ADG (kg), feed conversion ratio (FCR) kg DMI/kg ADG and RFI (kg dry matter/day) were 5.82 (0.73), 0.53 (0.18), 12.24 (4.60), 0.00 (0.43), respectively, during the RFI measurement period. Mean DMI (kg/day) and ADG (kg) during the grazing season was 9.77 (1.77) and 0.77 (0.14), respectively. The RFI groups did not differ (P > 0.05) in LW, ADG or FCR at any stage of measurement. RFI was positively correlated (r = 0.59; P < 0.001) with DMI during the RFI measurement period but not with grazed grass herbage DMI (r = 0.06; P = 0.57). Low RFI heifers had 0.07 greater (P < 0.05) concentration of plasma creatinine than high RFI heifers and, during the grazed herbage intake period, spent less time standing and more time lying (P < 0.05) than high RFI heifers. However, low and high RFI groups did not differ (P > 0.05) in ultrasonic backfat thickness or muscle depth, visual muscle scores, skeletal size, total tract digestibility or blood hormone and haematology variables at any stage of the experiment. Despite a sizeable difference in intake of grass silage between low and high RFI heifers during the indoor winter period, there were no detectable differences between RFI groupings for any economically important performance traits measured when animals were offered ensiled or grazed grass herbage.