+317.7%
USFD vs UEC
+1,418.4%
-1,100.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.6% | -0.4% |
| 7D | -3.0% | -6.9% | +3.9% | -2.2% |
| 30D | +3.5% | +7.6% | -4.1% | +2.4% |
| 3M | +26.6% | -18.4% | +45.0% | +28.2% |
| 6M | +11.7% | -23.3% | +35.0% | +12.8% |
| YTD | +38.1% | -1.2% | +39.3% | +34.3% |
| 1Y | +33.4% | +2.3% | +31.1% | +27.6% |
| 3Y | +155.8% | +162.3% | -6.5% | +106.1% |
| 5Y | +214.0% | +287.2% | -73.2% | +123.1% |
| 10Y | +320.4% | +1,009.6% | -689.3% | +127.4% |
| All | +317.7% | +1,418.4% | -1,100.8% | +124.6% |
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