-11.0%
BTDR vs USFD
+24.9%
-35.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.5% | +2.8% | -2.1% |
| 7D | +14.8% | -7.0% | +21.8% | +15.7% |
| 30D | +41.8% | -10.3% | +52.1% | +43.5% |
| 3M | -29.2% | +9.2% | -38.4% | -33.1% |
| 6M | +66.2% | +7.4% | +58.8% | +58.6% |
| YTD | +10.0% | +29.4% | -19.4% | -17.2% |
| 1Y | -11.0% | +24.8% | -35.8% | -36.6% |
| All | -11.0% | +24.9% | -35.9% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling