+354.1%
USFD vs EAT
+320.8%
+33.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | 0.0% |
| 7D | +1.7% | -4.0% | +5.7% | +3.2% |
| 30D | +10.2% | -2.9% | +13.1% | +10.8% |
| 3M | -1.5% | -16.9% | +15.4% | +4.9% |
| 6M | +27.3% | +57.0% | -29.6% | +3.8% |
| YTD | +44.0% | +38.2% | +5.8% | +20.7% |
| 1Y | +50.4% | +69.3% | -18.9% | +15.3% |
| 3Y | +153.6% | +483.0% | -329.4% | +1.4% |
| 5Y | +219.0% | +364.1% | -145.2% | +30.2% |
| All | +354.1% | +320.8% | +33.3% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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