+92.6%
UAL vs USFD
+369.7%
-277.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.2% |
| 7D | +8.2% | +3.0% | +5.2% | +6.1% |
| 30D | +2.3% | +11.1% | -8.7% | -4.8% |
| 3M | -12.7% | -0.3% | -12.4% | -12.8% |
| 6M | +12.7% | +15.9% | -3.2% | 0.0% |
| YTD | +0.8% | +41.6% | -40.8% | -24.0% |
| 1Y | +17.8% | +49.4% | -31.6% | -14.8% |
| 3Y | +206.7% | +157.8% | +48.8% | +51.7% |
| 5Y | +113.9% | +176.6% | -62.7% | +0.7% |
| All | +92.6% | +369.7% | -277.1% | -38.2% |
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