+158.3%
USFD vs URA
+30.2%
+128.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -2.2% |
| 7D | +3.9% | -13.3% | +17.2% | +5.5% |
| 30D | +10.7% | -25.9% | +36.6% | +14.4% |
| 3M | +6.3% | -27.8% | +34.1% | +10.1% |
| 6M | +16.2% | -42.8% | +59.1% | +23.6% |
| YTD | +41.9% | -27.5% | +69.4% | +44.2% |
| 1Y | +44.2% | -35.1% | +79.3% | +48.8% |
| All | +158.3% | +30.2% | +128.0% | +122.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling