+156.6%
USFD vs UEC
+28.2%
+128.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.1% |
| 7D | -0.2% | +0.6% | -0.7% | -0.2% |
| 30D | +12.3% | -18.1% | +30.5% | +13.3% |
| 3M | -0.7% | -36.9% | +36.2% | +1.4% |
| 6M | +31.3% | -56.1% | +87.4% | +36.5% |
| YTD | +45.7% | -38.1% | +83.8% | +46.8% |
| 1Y | +52.1% | -41.7% | +93.8% | +53.5% |
| All | +156.6% | +28.2% | +128.4% | +134.3% |
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