-45.7%
BROS vs USFD
+208.8%
-254.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -2.8% |
| 7D | -2.5% | +1.3% | -3.8% | -3.2% |
| 30D | -11.2% | +10.6% | -21.8% | -16.7% |
| 3M | -33.9% | -2.4% | -31.5% | -32.9% |
| 6M | -33.5% | +28.9% | -62.4% | -45.3% |
| YTD | -44.9% | +43.7% | -88.7% | -59.7% |
| 1Y | -41.5% | +48.5% | -90.0% | -58.5% |
| 3Y | +22.4% | +154.7% | -132.3% | -44.8% |
| 5Y | -45.7% | +218.4% | -264.1% | -79.9% |
| All | -45.7% | +208.8% | -254.4% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling