+317.7%
USFD vs UUUU
+508.0%
-190.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.4% |
| 7D | -3.0% | -1.4% | -1.6% | -2.9% |
| 30D | +3.5% | +16.3% | -12.8% | +1.8% |
| 3M | +26.6% | -16.7% | +43.3% | +27.9% |
| 6M | +11.7% | -33.7% | +45.4% | +14.6% |
| YTD | +38.1% | -0.5% | +38.6% | +33.7% |
| 1Y | +33.4% | +28.9% | +4.5% | +23.2% |
| 3Y | +155.8% | +99.9% | +56.0% | +113.9% |
| 5Y | +214.0% | +135.3% | +78.8% | +146.5% |
| 10Y | +320.4% | +518.4% | -198.0% | +159.0% |
| All | +317.7% | +508.0% | -190.3% | +156.6% |
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