+208.0%
USFD vs ULTA
+69.2%
+138.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +8.4% | +4.6% | +3.7% | +7.1% |
| 30D | +12.7% | +16.5% | -3.7% | +8.1% |
| 3M | +1.1% | +21.1% | -20.0% | -4.3% |
| 6M | +30.2% | +27.4% | +2.8% | +20.9% |
| YTD | +45.8% | +9.8% | +36.0% | +39.8% |
| 1Y | +51.9% | +28.6% | +23.3% | +37.5% |
| 3Y | +158.5% | +70.5% | +88.0% | +96.6% |
| 5Y | +208.0% | +69.8% | +138.3% | +116.2% |
| All | +208.0% | +69.2% | +138.8% | +116.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling