+362.2%
USFD vs URA
+278.3%
+83.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -1.4% |
| 7D | +3.0% | -4.1% | +7.1% | +4.1% |
| 30D | +11.1% | -19.0% | +30.1% | +17.4% |
| 3M | -0.3% | -25.1% | +24.9% | +7.4% |
| 6M | +15.9% | -44.5% | +60.4% | +34.7% |
| YTD | +41.6% | -24.3% | +65.9% | +46.3% |
| 1Y | +49.4% | -28.1% | +77.5% | +56.3% |
| 3Y | +157.8% | +40.7% | +117.2% | +99.8% |
| 5Y | +176.6% | +35.5% | +141.2% | +106.6% |
| All | +362.2% | +278.3% | +83.9% | +85.8% |
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