+212.6%
USFD vs ULTA
+44.9%
+167.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.2% |
| 7D | -3.3% | +0.7% | -4.0% | -3.5% |
| 30D | -5.3% | -2.8% | -2.5% | -4.8% |
| 3M | +18.8% | +18.7% | +0.1% | +12.6% |
| 6M | +14.3% | -15.0% | +29.3% | +18.4% |
| YTD | +36.9% | -9.2% | +46.1% | +38.3% |
| 1Y | +31.7% | +5.7% | +26.1% | +25.7% |
| 3Y | +164.5% | +32.8% | +131.7% | +119.8% |
| 5Y | +212.6% | +46.0% | +166.6% | +125.7% |
| All | +212.6% | +44.9% | +167.7% | +125.7% |
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