+212.6%
USFD vs EOSE
-67.9%
+280.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +10.8% | -11.7% | -1.4% |
| 7D | -3.3% | +41.4% | -44.8% | -5.1% |
| 30D | -5.3% | +3.6% | -8.9% | -5.7% |
| 3M | +18.8% | -35.7% | +54.5% | +20.6% |
| 6M | +14.3% | -29.9% | +44.1% | +14.2% |
| YTD | +36.9% | -62.5% | +99.3% | +39.9% |
| 1Y | +31.7% | -37.4% | +69.1% | +29.0% |
| 3Y | +164.5% | +55.8% | +108.7% | +128.2% |
| All | +212.6% | -67.9% | +280.5% | +196.9% |
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 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