+328.2%
USFD vs UEC
+810.5%
-482.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -7.0% | -0.9% |
| 7D | +3.0% | -10.2% | +13.2% | +4.1% |
| 30D | +11.1% | -26.9% | +38.0% | +14.7% |
| 3M | -0.3% | -35.7% | +35.4% | +4.1% |
| 6M | +15.9% | -56.1% | +72.0% | +24.9% |
| YTD | +41.6% | -40.8% | +82.4% | +45.3% |
| 1Y | +49.4% | -43.4% | +92.8% | +53.5% |
| 3Y | +157.8% | +25.4% | +132.5% | +126.8% |
| 5Y | +176.6% | +51.1% | +125.5% | +121.2% |
| 10Y | +375.4% | +695.4% | -320.0% | +171.7% |
| All | +328.2% | +810.5% | -482.3% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling