+192.6%
USFD vs EAT
+361.6%
-169.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.9% | +2.7% | +0.6% |
| 7D | +3.0% | -2.6% | +5.6% | +3.8% |
| 30D | +11.1% | +11.5% | -0.4% | +7.6% |
| 3M | -0.3% | -9.1% | +8.8% | +1.6% |
| 6M | +15.9% | +40.4% | -24.5% | +4.1% |
| YTD | +41.6% | +43.9% | -2.3% | +24.7% |
| 1Y | +49.4% | +101.9% | -52.5% | +18.5% |
| 3Y | +157.8% | +489.9% | -332.0% | +28.4% |
| All | +192.6% | +361.6% | -169.0% | +56.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling