-20.3%
BROS vs USFD
+49.6%
-69.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.5% | -7.5% | +0.5% |
| 7D | +2.5% | +7.8% | -5.4% | +2.0% |
| 30D | +15.1% | +16.2% | -1.1% | +14.3% |
| 3M | -31.4% | +11.0% | -42.4% | -32.0% |
| 6M | -22.6% | +20.7% | -43.3% | -23.9% |
| YTD | -28.1% | +46.0% | -74.1% | -31.7% |
| 1Y | -20.3% | +49.8% | -70.1% | -24.5% |
| All | -20.3% | +49.6% | -69.9% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling