+315.7%
USFD vs ULTA
+122.7%
+193.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.3% | -4.1% | -4.8% |
| 7D | -7.0% | -1.8% | -5.2% | -6.2% |
| 30D | -10.3% | -1.2% | -9.1% | -10.1% |
| 3M | +9.2% | +13.4% | -4.2% | +1.6% |
| 6M | +7.4% | -15.6% | +23.0% | +13.8% |
| YTD | +29.4% | -10.4% | +39.8% | +32.1% |
| 1Y | +24.8% | +5.5% | +19.4% | +15.8% |
| 3Y | +150.0% | +31.0% | +119.0% | +90.9% |
| 5Y | +195.5% | +41.8% | +153.7% | +105.2% |
| 10Y | +315.7% | +127.0% | +188.8% | +95.2% |
| All | +315.7% | +122.7% | +193.0% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 10y: compounded portfolio wealth divided by compounded ULTA 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…
10y analysis · Full analysis span regression · 6 months rolling