+115.0%
UMC vs USFD
+49.6%
+65.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +8.5% | -10.5% | -1.3% |
| 7D | -14.7% | +7.8% | -22.5% | -14.0% |
| 30D | -32.9% | +16.2% | -49.0% | -32.2% |
| 3M | -22.2% | +11.0% | -33.1% | -21.5% |
| 6M | +25.9% | +20.7% | +5.2% | +25.7% |
| YTD | +107.9% | +46.0% | +62.0% | +100.6% |
| 1Y | +115.0% | +49.8% | +65.2% | +105.1% |
| All | +115.0% | +49.6% | +65.4% | +105.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling