+1,135.8%
URI vs USFD
+359.9%
+775.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | +6.7% | +1.7% | +5.1% | +5.9% |
| 30D | +8.9% | +10.2% | -1.3% | +3.4% |
| 3M | +0.5% | -1.5% | +2.0% | +0.7% |
| 6M | +20.7% | +27.3% | -6.7% | +5.7% |
| YTD | +40.0% | +44.0% | -3.9% | +13.8% |
| 1Y | +34.4% | +50.4% | -16.0% | +6.6% |
| 3Y | +149.5% | +153.6% | -4.1% | +50.9% |
| 5Y | +205.6% | +219.0% | -13.4% | +62.4% |
| All | +1,135.8% | +359.9% | +775.9% | +423.2% |
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