+96.5%
UAL vs USFD
+375.5%
-279.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | +2.3% | -0.2% | +2.4% | +2.5% |
| 30D | +13.3% | +12.3% | +1.0% | +4.7% |
| 3M | -6.3% | -0.7% | -5.6% | -6.1% |
| 6M | +22.5% | +31.3% | -8.8% | 0.0% |
| YTD | +5.9% | +45.7% | -39.9% | -21.7% |
| 1Y | +24.7% | +52.1% | -27.5% | -10.8% |
| 3Y | +211.6% | +158.2% | +53.3% | +54.2% |
| 5Y | +130.6% | +213.8% | -83.2% | 0.0% |
| 10Y | +96.5% | +367.0% | -270.6% | -38.6% |
| All | +96.5% | +375.5% | -279.1% | -38.6% |
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