+52.1%
USFD vs URA
-27.8%
+79.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.2% | -3.1% | +2.7% |
| 7D | +3.9% | +4.3% | -0.4% | +3.6% |
| 30D | +12.8% | -11.7% | +24.6% | +13.6% |
| 3M | +1.0% | -23.5% | +24.5% | +2.6% |
| 6M | +30.3% | -37.8% | +68.0% | +35.2% |
| YTD | +46.0% | -19.6% | +65.6% | +43.6% |
| All | +52.1% | -27.8% | +79.9% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling