+371.2%
USFD vs UEC
+765.9%
-394.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.1% | -7.1% | +1.9% |
| 7D | +3.9% | +1.5% | +2.4% | +3.6% |
| 30D | +12.8% | -17.1% | +29.9% | +15.0% |
| 3M | +1.0% | -32.3% | +33.3% | +5.0% |
| 6M | +30.3% | -49.7% | +80.0% | +38.6% |
| YTD | +46.0% | -34.8% | +80.7% | +48.2% |
| 1Y | +49.6% | -37.5% | +87.2% | +52.0% |
| 3Y | +166.3% | +37.1% | +129.2% | +130.0% |
| 5Y | +208.4% | +44.3% | +164.1% | +145.6% |
| 10Y | +371.2% | +737.4% | -366.1% | +151.9% |
| All | +371.2% | +765.9% | -394.7% | +151.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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