+157.8%
USFD vs UEC
+19.3%
+138.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -7.0% | -0.5% |
| 7D | +3.0% | -10.2% | +13.2% | +3.5% |
| 30D | +11.1% | -26.9% | +38.0% | +12.8% |
| 3M | -0.3% | -35.7% | +35.4% | +1.8% |
| 6M | +15.9% | -56.1% | +72.0% | +20.5% |
| YTD | +41.6% | -40.8% | +82.4% | +43.0% |
| 1Y | +49.4% | -43.4% | +92.8% | +50.9% |
| 3Y | +157.8% | +25.4% | +132.5% | +131.9% |
| All | +157.8% | +19.3% | +138.5% | +131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling