+40.2%
UNP vs USFD
+215.4%
-175.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | +4.2% | +1.7% | +2.6% | +3.7% |
| 30D | +5.6% | +10.2% | -4.6% | +2.6% |
| 3M | +2.0% | -1.5% | +3.5% | +2.3% |
| 6M | +15.4% | +27.3% | -11.9% | +7.1% |
| YTD | +32.7% | +44.0% | -11.3% | +17.7% |
| 1Y | +39.4% | +50.4% | -10.9% | +21.7% |
| 3Y | +54.3% | +153.6% | -99.3% | +13.9% |
| All | +40.2% | +215.4% | -175.2% | -5.9% |
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