+317.7%
USFD vs ULTA
+163.6%
+154.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.9% |
| 7D | -3.0% | +9.0% | -12.0% | -7.0% |
| 30D | +3.5% | +4.6% | -1.0% | +0.9% |
| 3M | +26.6% | +22.0% | +4.6% | +13.8% |
| 6M | +11.7% | -14.7% | +26.4% | +17.8% |
| YTD | +38.1% | -6.8% | +44.9% | +38.3% |
| 1Y | +33.4% | +6.5% | +26.8% | +23.4% |
| 3Y | +155.8% | +35.6% | +120.2% | +93.0% |
| 5Y | +214.0% | +47.6% | +166.4% | +115.2% |
| 10Y | +320.4% | +128.9% | +191.5% | +96.6% |
| All | +317.7% | +163.6% | +154.1% | +93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling