-56.0%
BTDR vs USFD
+50.4%
-106.4%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.8% | -1.4% | -11.4% | -12.7% |
| 7D | +15.4% | +1.3% | +14.1% | +15.4% |
| 30D | -33.4% | +10.6% | -44.0% | -34.0% |
| 3M | -32.0% | -2.4% | -29.6% | -32.2% |
| 6M | -52.2% | +28.9% | -81.1% | -56.8% |
| YTD | -45.3% | +43.7% | -89.0% | -62.9% |
| 1Y | -56.0% | +48.5% | -104.5% | -71.7% |
| All | -56.0% | +50.4% | -106.4% | -71.7% |
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