+153.6%
USFD vs URA
+35.4%
+118.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +1.7% | -1.5% | +3.2% | +1.8% |
| 30D | +10.2% | -10.4% | +20.6% | +11.4% |
| 3M | -1.5% | -29.6% | +28.1% | +2.2% |
| 6M | +27.3% | -40.3% | +67.6% | +34.6% |
| YTD | +44.0% | -25.5% | +69.5% | +45.9% |
| 1Y | +50.4% | -26.4% | +76.8% | +52.3% |
| 3Y | +153.6% | +31.4% | +122.1% | +122.3% |
| All | +153.6% | +35.4% | +118.2% | +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