-7.9%
BROS vs USFD
+224.1%
-232.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -21.2% | +3.0% | -24.2% | -22.5% |
| 30D | -11.6% | +11.1% | -22.6% | -17.0% |
| 3M | -36.7% | -0.3% | -36.4% | -36.7% |
| 6M | -42.8% | +15.9% | -58.7% | -48.9% |
| YTD | -44.8% | +41.6% | -86.5% | -58.5% |
| 1Y | -36.5% | +49.4% | -85.9% | -54.3% |
| 3Y | +27.0% | +157.8% | -130.9% | -39.8% |
| 5Y | -50.3% | +176.6% | -227.0% | -80.5% |
| All | -7.9% | +224.1% | -232.1% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling