+32.0%
UL vs USFD
+208.8%
-176.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.7% | +0.7% |
| 7D | -2.5% | +1.3% | -3.8% | -2.8% |
| 30D | +5.7% | +10.6% | -4.9% | +3.3% |
| 3M | +7.0% | -2.4% | +9.4% | +7.3% |
| 6M | +16.1% | +28.9% | -12.9% | +9.6% |
| YTD | +3.6% | +43.7% | -40.1% | -4.7% |
| 1Y | -1.4% | +48.5% | -49.9% | -9.9% |
| 3Y | +34.1% | +154.7% | -120.6% | +6.3% |
| 5Y | +32.0% | +218.4% | -186.4% | -2.4% |
| All | +32.0% | +208.8% | -176.8% | -2.4% |
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 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