+27.0%
UPS vs USFD
+32.2%
-5.2%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -2.1% | -3.3% | +1.2% | -2.0% |
| 30D | -2.3% | -5.3% | +3.0% | -2.1% |
| 3M | -5.2% | +18.8% | -24.0% | -6.3% |
| 6M | +1.4% | +14.3% | -12.9% | +0.9% |
| YTD | +6.1% | +36.9% | -30.8% | +5.1% |
| 1Y | +27.0% | +31.7% | -4.7% | +25.2% |
| All | +27.0% | +32.2% | -5.2% | +25.2% |
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