+149.0%
EOG vs USFD
+339.9%
-190.8%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -11.1% | +3.0% | -14.1% | -12.4% |
| 30D | +2.7% | +11.1% | -8.3% | -1.6% |
| 3M | +8.8% | -0.3% | +9.0% | +8.0% |
| 6M | +10.8% | +15.9% | -5.1% | +3.6% |
| YTD | +44.6% | +41.6% | +2.9% | +23.7% |
| 1Y | +44.6% | +49.4% | -4.8% | +20.9% |
| 3Y | +29.5% | +157.8% | -128.3% | -14.1% |
| 5Y | +96.3% | +176.6% | -80.3% | +21.2% |
| 10Y | +122.4% | +375.4% | -252.9% | +14.1% |
| All | +149.0% | +339.9% | -190.8% | +29.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling