-34.8%
BROS vs USFD
+34.2%
-69.0%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -6.7% | -3.0% | -3.7% | -6.6% |
| 30D | -29.1% | +3.5% | -32.6% | -29.2% |
| 3M | -16.7% | +26.6% | -43.3% | -19.6% |
| 6M | -11.6% | +11.7% | -23.3% | -13.3% |
| YTD | -23.9% | +38.1% | -62.0% | -29.5% |
| 1Y | -34.8% | +33.4% | -68.2% | -36.4% |
| All | -34.8% | +34.2% | -69.0% | -36.4% |
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