+216.3%
USFD vs EAT
+350.4%
-134.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.5% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | +3.5% | +1.9% | +1.7% | +2.7% |
| 3M | +26.6% | +68.7% | -42.1% | +8.9% |
| 6M | +11.7% | +66.9% | -55.2% | -4.6% |
| YTD | +38.1% | +60.4% | -22.3% | +18.5% |
| 1Y | +33.4% | +44.0% | -10.6% | +17.3% |
| 3Y | +155.8% | +604.7% | -448.9% | +20.9% |
| All | +216.3% | +350.4% | -134.1% | +61.0% |
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