-4.5%
UPS vs USFD
+156.3%
-160.8%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | +3.8% | +1.7% | +2.1% | +3.5% |
| 30D | +17.4% | +10.2% | +7.2% | +15.5% |
| 3M | +8.2% | -1.5% | +9.7% | +8.3% |
| 6M | +17.9% | +27.3% | -9.4% | +12.5% |
| YTD | +18.7% | +44.0% | -25.3% | +9.7% |
| 1Y | +24.8% | +50.4% | -25.5% | +14.0% |
| 3Y | -4.5% | +153.6% | -158.1% | -17.4% |
| All | -4.5% | +156.3% | -160.8% | -17.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling