+36.0%
UL vs USFD
+159.2%
-123.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.4% | -2.5% |
| 7D | +1.1% | +3.0% | -1.8% | +0.5% |
| 30D | +8.2% | +11.1% | -2.8% | +6.2% |
| 3M | +4.5% | -0.3% | +4.8% | +4.4% |
| 6M | +12.6% | +15.9% | -3.3% | +9.5% |
| YTD | +3.5% | +41.6% | -38.1% | -2.0% |
| 1Y | -0.4% | +49.4% | -49.8% | -6.4% |
| 3Y | +36.0% | +157.8% | -121.9% | +15.9% |
| All | +36.0% | +159.2% | -123.2% | +15.9% |
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