+27.1%
UPS vs USFD
+49.7%
-22.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.1% | -0.6% | +2.1% |
| 7D | +1.1% | +3.9% | -2.8% | +0.6% |
| 30D | +17.3% | +12.8% | +4.5% | +16.3% |
| 3M | +7.9% | +1.0% | +6.9% | +7.4% |
| 6M | +13.7% | +30.3% | -16.5% | +11.4% |
| YTD | +17.2% | +46.0% | -28.8% | +16.1% |
| All | +27.1% | +49.7% | -22.7% | +26.2% |
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