+23.5%
UL vs USFD
+215.8%
-192.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -1.3% | -3.0% | +1.7% | -0.7% |
| 30D | +0.5% | +3.5% | -3.1% | -0.3% |
| 3M | +17.6% | +26.6% | -9.0% | +12.0% |
| 6M | -5.4% | +11.7% | -17.1% | -7.7% |
| YTD | +0.7% | +38.1% | -37.4% | -6.1% |
| 1Y | -9.3% | +33.4% | -42.6% | -14.9% |
| 3Y | +24.5% | +155.8% | -131.3% | -0.2% |
| All | +23.5% | +215.8% | -192.4% | -8.5% |
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