+213.8%
USFD vs EOSE
-81.8%
+295.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +14.4% | -14.5% | -0.8% |
| 7D | -0.2% | -7.0% | +6.8% | +0.1% |
| 30D | +12.3% | -16.7% | +29.1% | +12.9% |
| 3M | -0.7% | -53.1% | +52.4% | +2.1% |
| 6M | +31.3% | -76.8% | +108.0% | +38.6% |
| YTD | +45.7% | -82.6% | +128.3% | +53.5% |
| 1Y | +52.1% | -89.3% | +141.4% | +64.2% |
| 3Y | +158.2% | +55.5% | +102.8% | +118.7% |
| 5Y | +213.8% | -81.9% | +295.6% | +237.1% |
| All | +213.8% | -81.8% | +295.5% | +237.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling