+32.8%
BROS vs USFD
+156.3%
-123.5%
-60.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.2% | +6.3% | +6.4% |
| 7D | +6.3% | +1.7% | +4.6% | +5.6% |
| 30D | -8.3% | +10.2% | -18.5% | -11.8% |
| 3M | -29.8% | -1.5% | -28.3% | -29.3% |
| 6M | -25.8% | +27.3% | -53.2% | -34.9% |
| YTD | -41.4% | +44.0% | -85.3% | -53.9% |
| 1Y | -35.2% | +50.4% | -85.5% | -50.8% |
| 3Y | +32.8% | +153.6% | -120.8% | -21.9% |
| All | +32.8% | +156.3% | -123.5% | -21.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling