+1,340.7%
URI vs USFD
+369.7%
+971.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -9.8% | +3.0% | -12.7% | -11.4% |
| 30D | +1.7% | +11.1% | -9.3% | -3.8% |
| 3M | -9.1% | -0.3% | -8.8% | -9.5% |
| 6M | +9.9% | +15.9% | -6.0% | +0.6% |
| YTD | +31.2% | +41.6% | -10.4% | +7.4% |
| 1Y | +25.9% | +49.4% | -23.5% | +0.1% |
| 3Y | +147.4% | +157.8% | -10.5% | +48.4% |
| 5Y | +179.7% | +176.6% | +3.1% | +58.8% |
| All | +1,340.7% | +369.7% | +971.0% | +540.2% |
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 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