+6.7%
BTDR vs USFD
+165.3%
-158.6%
-78.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.4% | +4.3% | +4.2% |
| 7D | +20.0% | -3.0% | +23.0% | +22.4% |
| 30D | +11.9% | +3.5% | +8.4% | +8.4% |
| 3M | -36.9% | +26.6% | -63.5% | -51.3% |
| 6M | +56.5% | +11.7% | +44.8% | +36.6% |
| YTD | +10.4% | +38.1% | -27.7% | -28.3% |
| 1Y | +3.1% | +33.4% | -30.3% | -30.2% |
| All | +6.7% | +165.3% | -158.6% | -65.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling