+133.5%
EOG vs USFD
+375.5%
-242.0%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +4.6% | -0.2% | +4.7% | +4.6% |
| 30D | +2.9% | +12.3% | -9.5% | -1.9% |
| 3M | +8.0% | -0.7% | +8.6% | +7.4% |
| 6M | +17.0% | +31.3% | -14.3% | +4.5% |
| YTD | +51.1% | +45.7% | +5.4% | +27.9% |
| 1Y | +45.1% | +52.1% | -7.0% | +20.4% |
| 3Y | +39.4% | +158.2% | -118.8% | -7.7% |
| 5Y | +105.6% | +213.8% | -108.2% | +20.2% |
| 10Y | +133.5% | +367.0% | -233.6% | +26.0% |
| All | +133.5% | +375.5% | -242.0% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling