+113.5%
UAL vs USFD
+194.9%
-81.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.2% |
| 7D | +8.2% | +3.0% | +5.2% | +5.9% |
| 30D | +2.3% | +11.1% | -8.7% | -5.4% |
| 3M | -12.7% | -0.3% | -12.4% | -12.8% |
| 6M | +12.7% | +15.9% | -3.2% | -1.5% |
| YTD | +0.8% | +41.6% | -40.8% | -27.8% |
| 1Y | +17.8% | +49.4% | -31.6% | -19.9% |
| 3Y | +206.7% | +157.8% | +48.8% | +30.6% |
| All | +113.5% | +194.9% | -81.4% | -19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling