+64.4%
BROS vs USFD
+156.9%
-92.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.9% |
| 7D | -6.7% | -3.0% | -3.7% | -5.5% |
| 30D | -29.1% | +3.5% | -32.6% | -30.7% |
| 3M | -16.7% | +26.6% | -43.3% | -26.8% |
| 6M | -11.6% | +11.7% | -23.3% | -17.2% |
| YTD | -23.9% | +38.1% | -62.0% | -38.8% |
| 1Y | -34.8% | +33.4% | -68.2% | -46.3% |
| All | +64.4% | +156.9% | -92.5% | -7.2% |
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 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