-33.9%
BTDR vs USFD
+218.5%
-252.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +3.1% | +6.8% | +8.9% |
| 7D | +7.1% | +3.9% | +3.2% | +5.7% |
| 30D | -31.4% | +12.8% | -44.2% | -34.2% |
| 3M | -39.2% | +1.0% | -40.2% | -39.6% |
| 6M | -50.9% | +30.3% | -81.2% | -56.2% |
| YTD | -41.0% | +46.0% | -87.0% | -50.2% |
| 1Y | -69.9% | +49.6% | -119.6% | -74.8% |
| 3Y | +87.3% | +166.3% | -79.0% | +46.1% |
| 5Y | -33.6% | +208.4% | -242.0% | -48.2% |
| All | -33.9% | +218.5% | -252.4% | -48.5% |
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