+348.3%
USFD vs EOSE
-60.2%
+408.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.9% | +2.4% | -1.2% |
| 7D | -8.0% | +14.0% | -22.0% | -8.6% |
| 30D | -13.1% | -5.9% | -7.2% | -13.0% |
| 3M | +6.5% | -34.3% | +40.8% | +8.0% |
| 6M | +5.7% | -37.8% | +43.5% | +6.3% |
| YTD | +27.5% | -65.2% | +92.7% | +30.7% |
| 1Y | +23.4% | -41.9% | +65.4% | +21.5% |
| 3Y | +146.4% | +44.6% | +101.9% | +114.9% |
| 5Y | +196.8% | -69.2% | +265.9% | +152.7% |
| All | +348.3% | -60.2% | +408.5% | +379.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling