+57.2%
UPS vs USFD
+339.9%
-282.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | 0.0% | +3.0% | -2.9% | -0.5% |
| 30D | +17.3% | +11.1% | +6.3% | +15.2% |
| 3M | +6.6% | -0.3% | +6.9% | +6.5% |
| 6M | +12.0% | +15.9% | -3.9% | +8.7% |
| YTD | +14.4% | +41.6% | -27.3% | +6.8% |
| 1Y | +23.3% | +49.4% | -26.1% | +14.0% |
| 3Y | -9.6% | +157.8% | -167.5% | -24.5% |
| 5Y | -34.1% | +176.6% | -210.7% | -46.4% |
| 10Y | +49.5% | +375.4% | -325.9% | +16.3% |
| All | +57.2% | +339.9% | -282.7% | +22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling