+115.6%
EOG vs USFD
+215.4%
-99.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +7.6% | +1.7% | +5.9% | +7.3% |
| 30D | +3.4% | +10.2% | -6.8% | +1.4% |
| 3M | +12.7% | -1.5% | +14.2% | +12.8% |
| 6M | +19.0% | +27.3% | -8.3% | +13.0% |
| YTD | +55.6% | +44.0% | +11.6% | +42.2% |
| 1Y | +49.5% | +50.4% | -0.8% | +35.1% |
| 3Y | +43.2% | +153.6% | -110.4% | +12.7% |
| All | +115.6% | +215.4% | -99.9% | +53.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling