+245.3%
UNH vs USFD
+306.5%
-61.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.5% | +3.5% | -0.9% |
| 7D | -1.7% | -7.0% | +5.4% | -0.3% |
| 30D | -3.8% | -10.3% | +6.5% | -1.9% |
| 3M | -4.3% | +9.2% | -13.5% | -6.1% |
| 6M | +38.6% | +7.4% | +31.2% | +36.1% |
| YTD | +20.7% | +29.4% | -8.7% | +13.7% |
| 1Y | +16.0% | +24.8% | -8.8% | +10.0% |
| 3Y | -13.5% | +150.0% | -163.5% | -29.5% |
| 5Y | +3.5% | +195.5% | -192.0% | -20.3% |
| 10Y | +245.3% | +315.7% | -70.4% | +128.3% |
| All | +245.3% | +306.5% | -61.2% | +128.3% |
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 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