+37.9%
UPS vs USFD
+322.6%
-284.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.9% | -3.0% | +0.1% | -2.4% |
| 30D | -3.5% | +3.5% | -7.0% | -4.2% |
| 3M | -5.7% | +26.6% | -32.3% | -9.8% |
| 6M | -4.4% | +11.7% | -16.1% | -6.5% |
| YTD | +8.0% | +38.1% | -30.1% | +1.4% |
| 1Y | +29.0% | +33.4% | -4.3% | +21.7% |
| 3Y | -27.7% | +155.8% | -183.5% | -39.6% |
| 5Y | -34.3% | +214.0% | -248.4% | -47.5% |
| All | +37.9% | +322.6% | -284.7% | +6.7% |
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