+110.4%
EOG vs USFD
+322.5%
-212.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.4% |
| 7D | -2.0% | -3.3% | +1.3% | -0.8% |
| 30D | +7.9% | -5.3% | +13.2% | +10.0% |
| 3M | +4.5% | +18.8% | -14.3% | -2.4% |
| 6M | +12.3% | +14.3% | -2.0% | +5.8% |
| YTD | +41.9% | +36.9% | +5.0% | +23.7% |
| 1Y | +27.8% | +31.7% | -3.9% | +12.6% |
| 3Y | +21.8% | +164.5% | -142.7% | -20.0% |
| 5Y | +174.0% | +212.6% | -38.6% | +60.5% |
| 10Y | +110.4% | +329.7% | -219.4% | +12.8% |
| All | +110.4% | +322.5% | -212.1% | +12.8% |
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