+108.2%
UMC vs USFD
+159.2%
-51.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | -17.0% | +3.0% | -19.9% | -17.2% |
| 30D | -40.6% | +11.1% | -51.6% | -41.5% |
| 3M | -27.9% | -0.3% | -27.6% | -27.9% |
| 6M | -7.5% | +15.9% | -23.3% | -10.8% |
| YTD | +79.3% | +41.6% | +37.7% | +62.0% |
| 1Y | +92.8% | +49.4% | +43.4% | +70.6% |
| 3Y | +108.2% | +157.8% | -49.7% | +51.4% |
| All | +108.2% | +159.2% | -51.1% | +51.4% |
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 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