+164.5%
USFD vs ULTA
+32.1%
+132.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.6% |
| 7D | -3.3% | +0.7% | -4.0% | -3.4% |
| 30D | -5.3% | -2.8% | -2.5% | -5.0% |
| 3M | +18.8% | +18.7% | +0.1% | +15.8% |
| 6M | +14.3% | -15.0% | +29.3% | +16.4% |
| YTD | +36.9% | -9.2% | +46.1% | +37.4% |
| 1Y | +31.7% | +5.7% | +26.1% | +28.2% |
| 3Y | +164.5% | +32.8% | +131.7% | +133.3% |
| All | +164.5% | +32.1% | +132.4% | +133.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling