-36.5%
BROS vs USFD
+46.1%
-82.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.3% |
| 7D | -21.2% | +3.0% | -24.2% | -21.1% |
| 30D | -11.6% | +11.1% | -22.6% | -11.6% |
| 3M | -36.7% | -0.3% | -36.4% | -36.9% |
| 6M | -42.8% | +15.9% | -58.7% | -43.3% |
| YTD | -44.8% | +41.6% | -86.5% | -46.0% |
| 1Y | -36.5% | +49.4% | -85.9% | -38.2% |
| All | -36.5% | +46.1% | -82.7% | -38.2% |
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