+231.0%
UNH vs USFD
+368.6%
-137.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.2% | +0.3% |
| 7D | -0.7% | +3.9% | -4.6% | -1.5% |
| 30D | +4.8% | +12.8% | -8.0% | +2.4% |
| 3M | -1.7% | +1.0% | -2.7% | -2.1% |
| 6M | +5.9% | +30.3% | -24.4% | +0.4% |
| YTD | +22.8% | +46.0% | -23.1% | +13.0% |
| 1Y | +25.9% | +49.6% | -23.7% | +15.2% |
| 3Y | -21.4% | +166.3% | -187.7% | -36.6% |
| 5Y | -6.3% | +208.4% | -214.7% | -28.1% |
| 10Y | +231.0% | +371.2% | -140.3% | +122.4% |
| All | +231.0% | +368.6% | -137.6% | +122.4% |
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 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