-36.5%
BROS vs USFD
+49.7%
-86.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.1% | +3.6% | +6.2% |
| 7D | -17.9% | +3.9% | -21.8% | -18.1% |
| 30D | -5.4% | +12.8% | -18.2% | -5.8% |
| 3M | -32.1% | +1.0% | -33.0% | -32.6% |
| 6M | -31.7% | +30.3% | -61.9% | -33.4% |
| YTD | -41.2% | +46.0% | -87.1% | -43.8% |
| All | -36.5% | +49.7% | -86.2% | -39.9% |
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