+29.0%
UPS vs USFD
+34.2%
-5.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.2% |
| 7D | -2.9% | -3.0% | +0.1% | -2.8% |
| 30D | -3.5% | +3.5% | -7.0% | -3.6% |
| 3M | -5.7% | +26.6% | -32.3% | -7.3% |
| 6M | -4.4% | +11.7% | -16.1% | -4.8% |
| YTD | +8.0% | +38.1% | -30.1% | +7.0% |
| 1Y | +29.0% | +33.4% | -4.3% | +26.8% |
| All | +29.0% | +34.2% | -5.2% | +26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling