+44.3%
UPS vs USFD
+368.6%
-324.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +1.9% |
| 7D | +1.1% | +3.9% | -2.8% | +0.5% |
| 30D | +17.3% | +12.8% | +4.5% | +14.9% |
| 3M | +7.9% | +1.0% | +6.9% | +7.6% |
| 6M | +13.7% | +30.3% | -16.5% | +8.2% |
| YTD | +17.2% | +46.0% | -28.8% | +8.9% |
| 1Y | +23.2% | +49.6% | -26.4% | +13.9% |
| 3Y | -5.9% | +166.3% | -172.1% | -21.9% |
| 5Y | -33.1% | +208.4% | -241.4% | -46.4% |
| 10Y | +44.3% | +371.2% | -326.9% | +13.4% |
| All | +44.3% | +368.6% | -324.3% | +13.4% |
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