+1,857.3%
UMC vs USFD
+306.5%
+1,550.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -5.5% | +9.5% | +5.1% |
| 7D | +13.6% | -7.0% | +20.6% | +15.3% |
| 30D | +20.8% | -10.3% | +31.0% | +23.5% |
| 3M | +16.1% | +9.2% | +7.0% | +13.1% |
| 6M | +137.3% | +7.4% | +129.9% | +131.6% |
| YTD | +193.8% | +29.4% | +164.4% | +173.7% |
| 1Y | +236.1% | +24.8% | +211.2% | +215.2% |
| 3Y | +267.1% | +150.0% | +117.1% | +192.5% |
| 5Y | +145.3% | +195.5% | -50.2% | +87.0% |
| 10Y | +1,857.3% | +315.7% | +1,541.6% | +1,256.7% |
| All | +1,857.3% | +306.5% | +1,550.8% | +1,256.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling