+340.6%
USFD vs ULTA
+208.0%
+132.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.3% |
| 7D | -0.2% | -0.2% | +0.1% | 0.0% |
| 30D | +12.3% | +16.1% | -3.8% | +4.7% |
| 3M | -0.7% | +21.7% | -22.4% | -10.0% |
| 6M | +31.3% | +28.7% | +2.5% | +14.6% |
| YTD | +45.7% | +8.9% | +36.8% | +35.4% |
| 1Y | +52.1% | +26.1% | +26.1% | +30.1% |
| 3Y | +158.2% | +69.1% | +89.1% | +74.2% |
| 5Y | +213.8% | +66.6% | +147.1% | +105.4% |
| 10Y | +367.0% | +175.9% | +191.1% | +102.3% |
| All | +340.6% | +208.0% | +132.6% | +89.0% |
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