+156.8%
USFD vs EAT
+467.5%
-310.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +0.6% |
| 7D | +8.4% | -5.9% | +14.3% | +9.6% |
| 30D | +12.7% | +0.7% | +12.1% | +12.5% |
| 3M | +1.1% | -14.2% | +15.4% | +3.4% |
| 6M | +30.2% | +40.7% | -10.6% | +22.0% |
| YTD | +45.8% | +36.0% | +9.9% | +36.4% |
| 1Y | +51.9% | +83.1% | -31.1% | +34.6% |
| All | +156.8% | +467.5% | -310.6% | +87.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling