+203.4%
URI vs USFD
+215.8%
-12.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | -2.0% | -3.0% | +1.0% | -0.5% |
| 30D | -12.9% | +3.5% | -16.5% | -14.7% |
| 3M | -6.7% | +26.6% | -33.3% | -18.6% |
| 6M | +19.0% | +11.7% | +7.3% | +10.9% |
| YTD | +25.5% | +38.1% | -12.6% | +2.3% |
| 1Y | +5.5% | +33.4% | -27.8% | -12.6% |
| 3Y | +111.3% | +155.8% | -44.5% | +17.5% |
| All | +203.4% | +215.8% | -12.4% | +38.6% |
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