+34.4%
UL vs USFD
+155.8%
-121.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.6% |
| 7D | -2.5% | +1.3% | -3.8% | -2.7% |
| 30D | +5.7% | +10.6% | -4.9% | +3.7% |
| 3M | +7.0% | -2.4% | +9.4% | +7.2% |
| 6M | +16.1% | +28.9% | -12.9% | +11.1% |
| YTD | +3.6% | +43.7% | -40.1% | -2.3% |
| 1Y | -1.4% | +48.5% | -49.9% | -7.3% |
| All | +34.4% | +155.8% | -121.3% | +13.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling