+357.2%
USFD vs EAT
+382.1%
-24.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +1.0% |
| 7D | +3.0% | -2.6% | +5.6% | +4.1% |
| 30D | +11.1% | +11.5% | -0.4% | +5.9% |
| 3M | -0.3% | -9.1% | +8.8% | +2.3% |
| 6M | +15.9% | +40.4% | -24.5% | -1.3% |
| YTD | +41.6% | +43.9% | -2.3% | +16.9% |
| 1Y | +49.4% | +101.9% | -52.5% | +6.5% |
| 3Y | +157.8% | +489.9% | -332.0% | +2.9% |
| 5Y | +176.6% | +362.6% | -186.0% | +13.5% |
| All | +357.2% | +382.1% | -24.9% | +15.6% |
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