+321.0%
USFD vs URA
+359.3%
-38.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.1% | -0.6% |
| 7D | -3.0% | +1.1% | -4.1% | -3.4% |
| 30D | +3.5% | +7.4% | -3.9% | +1.2% |
| 3M | +26.6% | -8.4% | +35.0% | +28.4% |
| 6M | +11.7% | -12.7% | +24.4% | +13.7% |
| YTD | +38.1% | +7.8% | +30.3% | +29.8% |
| 1Y | +33.4% | +19.5% | +13.9% | +19.0% |
| 3Y | +155.8% | +116.4% | +39.4% | +74.3% |
| 5Y | +214.0% | +134.3% | +79.8% | +92.8% |
| All | +321.0% | +359.3% | -38.2% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 10y: compounded portfolio wealth divided by compounded URA 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…
10y analysis · Full analysis span regression · 6 months rolling