+1,218.8%
URI vs USFD
+368.6%
+850.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +3.1% | +3.8% | +5.4% |
| 7D | -4.0% | +3.9% | -7.9% | -6.1% |
| 30D | +6.8% | +12.8% | -6.0% | +0.3% |
| 3M | -2.8% | +1.0% | -3.8% | -3.9% |
| 6M | +20.9% | +30.3% | -9.4% | +4.6% |
| YTD | +40.2% | +46.0% | -5.7% | +13.2% |
| 1Y | +34.1% | +49.6% | -15.5% | +6.7% |
| 3Y | +164.1% | +166.3% | -2.1% | +56.0% |
| 5Y | +199.3% | +208.4% | -9.0% | +61.5% |
| 10Y | +1,218.8% | +371.2% | +847.6% | +443.1% |
| All | +1,218.8% | +368.6% | +850.2% | +443.1% |
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