+17.8%
UAL vs USFD
+46.1%
-28.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.1% |
| 7D | +8.2% | +3.0% | +5.2% | +7.3% |
| 30D | +2.3% | +11.1% | -8.7% | -0.1% |
| 3M | -12.7% | -0.3% | -12.4% | -13.0% |
| 6M | +12.7% | +15.9% | -3.2% | +7.8% |
| YTD | +0.8% | +41.6% | -40.8% | -10.6% |
| 1Y | +17.8% | +49.4% | -31.6% | +1.2% |
| All | +17.8% | +46.1% | -28.3% | +1.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling