+214.3%
USFD vs UEC
+21.1%
+193.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.2% | +0.4% |
| 7D | +1.7% | -3.8% | +5.4% | +2.0% |
| 30D | +10.2% | -13.5% | +23.7% | +11.5% |
| 3M | -1.5% | -40.5% | +39.0% | +3.1% |
| 6M | +27.3% | -56.7% | +84.0% | +36.6% |
| YTD | +44.0% | -43.0% | +87.0% | +47.5% |
| 1Y | +50.4% | -42.5% | +92.9% | +53.3% |
| 3Y | +153.6% | +11.6% | +142.0% | +123.1% |
| All | +214.3% | +21.1% | +193.2% | +152.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling