+117.8%
UAL vs USFD
+321.9%
-204.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.7% |
| 7D | +0.7% | -3.0% | +3.7% | +2.7% |
| 30D | -16.1% | +3.5% | -19.6% | -18.5% |
| 3M | +6.1% | +26.6% | -20.4% | -11.0% |
| 6M | +10.8% | +11.7% | -0.9% | +1.1% |
| YTD | -0.4% | +38.1% | -38.5% | -23.5% |
| 1Y | +5.0% | +33.4% | -28.4% | -17.4% |
| 3Y | +124.0% | +155.8% | -31.8% | +11.6% |
| 5Y | +141.0% | +214.0% | -73.1% | +4.6% |
| All | +117.8% | +321.9% | -204.1% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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