-38.7%
BTDR vs USFD
+213.6%
-252.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -1.4% | -11.4% | -12.4% |
| 7D | +15.4% | +1.3% | +14.1% | +15.1% |
| 30D | -33.4% | +10.6% | -44.0% | -35.7% |
| 3M | -32.0% | -2.4% | -29.6% | -31.7% |
| 6M | -52.2% | +28.9% | -81.1% | -57.2% |
| YTD | -45.3% | +43.7% | -89.0% | -53.6% |
| 1Y | -56.0% | +48.5% | -104.5% | -63.0% |
| 3Y | +54.4% | +154.7% | -100.3% | +21.3% |
| 5Y | -38.5% | +218.4% | -256.9% | -51.8% |
| All | -38.7% | +213.6% | -252.3% | -52.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling