+317.7%
USFD vs EAT
+498.5%
-180.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -0.9% | -0.6% |
| 7D | -3.0% | 0.0% | -3.0% | -3.0% |
| 30D | +3.5% | +1.9% | +1.7% | +2.3% |
| 3M | +26.6% | +68.7% | -42.1% | +1.9% |
| 6M | +11.7% | +66.9% | -55.2% | -11.3% |
| YTD | +38.1% | +60.4% | -22.3% | +10.4% |
| 1Y | +33.4% | +44.0% | -10.6% | +9.9% |
| 3Y | +155.8% | +604.7% | -448.9% | -3.6% |
| 5Y | +214.0% | +347.0% | -133.0% | +33.8% |
| 10Y | +320.4% | +390.8% | -70.4% | +4.9% |
| All | +317.7% | +498.5% | -180.9% | +6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling