+218.4%
USFD vs EAT
+355.7%
-137.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | +1.3% | -7.1% | +8.4% | +3.3% |
| 30D | +10.6% | -2.3% | +12.9% | +10.9% |
| 3M | -2.4% | -19.6% | +17.2% | +2.9% |
| 6M | +28.9% | +46.0% | -17.1% | +14.5% |
| YTD | +43.7% | +37.7% | +6.0% | +27.9% |
| 1Y | +48.5% | +73.8% | -25.3% | +23.1% |
| 3Y | +154.7% | +482.1% | -327.4% | +26.7% |
| 5Y | +218.4% | +362.5% | -144.1% | +71.0% |
| All | +218.4% | +355.7% | -137.4% | +71.0% |
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