+274.7%
UNP vs USFD
+322.6%
-47.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | -5.3% | -3.0% | -2.3% | -4.6% |
| 30D | -1.5% | +3.5% | -5.1% | -2.6% |
| 3M | +10.3% | +26.6% | -16.3% | +2.9% |
| 6M | +9.7% | +11.7% | -2.0% | +5.8% |
| YTD | +27.1% | +38.1% | -11.0% | +14.9% |
| 1Y | +32.6% | +33.4% | -0.8% | +20.8% |
| 3Y | +40.0% | +155.8% | -115.8% | +5.1% |
| 5Y | +50.8% | +214.0% | -163.2% | +4.3% |
| All | +274.7% | +322.6% | -47.9% | +121.3% |
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