+43.2%
EOG vs USFD
+156.3%
-113.1%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +7.6% | +1.7% | +5.9% | +7.4% |
| 30D | +3.4% | +10.2% | -6.8% | +2.3% |
| 3M | +12.7% | -1.5% | +14.2% | +13.1% |
| 6M | +19.0% | +27.3% | -8.3% | +15.1% |
| YTD | +55.6% | +44.0% | +11.6% | +44.5% |
| 1Y | +49.5% | +50.4% | -0.8% | +37.2% |
| 3Y | +43.2% | +153.6% | -110.4% | +9.4% |
| All | +43.2% | +156.3% | -113.1% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling