+148.3%
UAL vs USFD
+340.6%
-192.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.8% | -1.8% | -2.6% |
| 7D | +5.0% | +3.9% | +1.1% | +2.4% |
| 30D | -1.2% | +10.7% | -11.9% | -7.8% |
| 3M | -16.8% | +6.3% | -23.1% | -20.7% |
| 6M | +18.0% | +16.2% | +1.7% | +4.6% |
| YTD | -1.2% | +41.9% | -43.1% | -25.4% |
| 1Y | +14.3% | +44.2% | -29.9% | -15.0% |
| 3Y | +194.6% | +159.8% | +34.8% | +45.9% |
| 5Y | +109.6% | +177.1% | -67.5% | -0.7% |
| 10Y | +93.1% | +376.2% | -283.1% | -35.8% |
| All | +148.3% | +340.6% | -192.3% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling