+334.6%
USFD vs UUUU
+180.7%
+153.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.6% | +2.2% | -1.0% |
| 7D | +1.3% | +1.4% | -0.1% | +1.1% |
| 30D | +10.6% | -27.9% | +38.5% | +14.0% |
| 3M | -2.4% | -53.8% | +51.4% | +4.9% |
| 6M | +28.9% | -68.1% | +97.0% | +42.8% |
| YTD | +43.7% | -54.1% | +97.8% | +49.9% |
| 1Y | +48.5% | -57.8% | +106.3% | +55.7% |
| 3Y | +154.7% | -15.4% | +170.1% | +132.5% |
| 5Y | +218.4% | -39.2% | +257.6% | +187.8% |
| 10Y | +360.6% | +370.4% | -9.8% | +204.2% |
| All | +334.6% | +180.7% | +153.9% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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