+176.6%
URI vs USFD
+184.3%
-7.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.8% | -4.3% | -5.7% |
| 7D | -12.9% | +3.9% | -16.8% | -15.0% |
| 30D | -3.4% | +10.7% | -14.1% | -8.7% |
| 3M | -10.0% | +6.3% | -16.4% | -13.6% |
| 6M | +12.2% | +16.2% | -4.0% | +1.9% |
| YTD | +29.8% | +41.9% | -12.1% | +3.5% |
| 1Y | +24.6% | +44.2% | -19.6% | -1.9% |
| 3Y | +137.6% | +159.8% | -22.2% | +29.4% |
| 5Y | +176.6% | +177.1% | -0.5% | +38.7% |
| All | +176.6% | +184.3% | -7.6% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling