+353.3%
USFD vs URA
+272.2%
+81.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.8% | +2.4% | -0.3% |
| 7D | +1.3% | +4.5% | -3.1% | 0.0% |
| 30D | +10.6% | -13.4% | +24.0% | +14.7% |
| 3M | -2.4% | -28.4% | +26.0% | +6.4% |
| 6M | +28.9% | -40.5% | +69.4% | +46.7% |
| YTD | +43.7% | -24.3% | +68.0% | +48.4% |
| 1Y | +48.5% | -28.8% | +77.3% | +55.8% |
| 3Y | +154.7% | +37.6% | +117.1% | +98.9% |
| 5Y | +218.4% | +30.7% | +187.7% | +141.8% |
| All | +353.3% | +272.2% | +81.1% | +66.7% |
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