+24.8%
USFD vs EOSE
-40.1%
+64.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.5% | -2.0% | -5.5% |
| 7D | -7.0% | +15.0% | -22.0% | -6.9% |
| 30D | -10.3% | +2.5% | -12.8% | -10.2% |
| 3M | +9.2% | -33.7% | +42.9% | +9.4% |
| 6M | +7.4% | -32.7% | +40.1% | +6.9% |
| YTD | +29.4% | -63.8% | +93.2% | +29.4% |
| 1Y | +24.8% | -40.5% | +65.4% | +30.1% |
| All | +24.8% | -40.1% | +64.9% | +30.1% |
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