+49.8%
USFD vs EOSE
-85.5%
+135.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +12.6% | -4.2% | +8.5% |
| 7D | +7.8% | +9.7% | -1.9% | +7.9% |
| 30D | +16.2% | -34.6% | +50.7% | +15.8% |
| 3M | +11.0% | -50.8% | +61.8% | +10.5% |
| 6M | +20.7% | -66.5% | +87.2% | +19.8% |
| YTD | +46.0% | -81.3% | +127.3% | +45.3% |
| 1Y | +49.8% | -84.8% | +134.6% | +50.6% |
| All | +49.8% | -85.5% | +135.3% | +50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling