+328.9%
USFD vs URA
+212.2%
+116.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -5.3% | +2.5% | -1.3% |
| 7D | +3.9% | -13.3% | +17.2% | +8.0% |
| 30D | +10.7% | -25.9% | +36.6% | +20.0% |
| 3M | +6.3% | -27.8% | +34.1% | +15.6% |
| 6M | +16.2% | -42.8% | +59.1% | +33.5% |
| YTD | +41.9% | -27.5% | +69.4% | +48.4% |
| 1Y | +44.2% | -35.1% | +79.3% | +55.7% |
| 3Y | +159.8% | +31.1% | +128.7% | +106.8% |
| 5Y | +177.1% | +29.8% | +147.3% | +110.5% |
| 10Y | +376.2% | +265.1% | +111.0% | +98.2% |
| All | +328.9% | +212.2% | +116.7% | +79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling