+141.8%
UMC vs USFD
+214.9%
-73.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.9% | +6.0% | +5.4% |
| 7D | +6.6% | -3.3% | +9.9% | +7.8% |
| 30D | +16.6% | -5.3% | +21.9% | +18.7% |
| 3M | +11.0% | +18.8% | -7.8% | +3.2% |
| 6M | +131.3% | +14.3% | +117.0% | +117.5% |
| YTD | +182.5% | +36.9% | +145.6% | +144.8% |
| 1Y | +222.3% | +31.7% | +190.6% | +182.8% |
| 3Y | +253.0% | +164.5% | +88.6% | +123.0% |
| 5Y | +141.8% | +212.6% | -70.7% | +38.4% |
| All | +141.8% | +214.9% | -73.0% | +38.4% |
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