+1,750.6%
UMC vs USFD
+329.0%
+1,421.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +4.9% | +4.7% |
| 7D | +5.0% | -3.0% | +8.0% | +5.6% |
| 30D | +7.7% | +3.5% | +4.1% | +6.8% |
| 3M | +1.7% | +26.6% | -24.9% | -4.1% |
| 6M | +113.9% | +11.7% | +102.2% | +107.3% |
| YTD | +168.9% | +38.1% | +130.8% | +147.3% |
| 1Y | +207.2% | +33.4% | +173.8% | +184.4% |
| 3Y | +227.7% | +155.8% | +71.9% | +160.0% |
| 5Y | +118.0% | +214.0% | -96.0% | +64.1% |
| 10Y | +1,682.1% | +320.4% | +1,361.8% | +1,119.0% |
| All | +1,750.6% | +329.0% | +1,421.5% | +1,170.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling