+48.5%
BTDR vs USFD
+156.3%
-107.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.6% | +0.2% | -8.8% | -8.8% |
| 7D | -6.9% | +1.7% | -8.6% | -7.6% |
| 30D | -31.5% | +10.2% | -41.7% | -36.3% |
| 3M | -36.1% | -1.5% | -34.6% | -35.8% |
| 6M | -57.6% | +27.3% | -85.0% | -66.9% |
| YTD | -50.0% | +44.0% | -94.0% | -68.0% |
| 1Y | -49.6% | +50.4% | -99.9% | -69.2% |
| 3Y | +48.5% | +153.6% | -105.0% | -41.9% |
| All | +48.5% | +156.3% | -107.7% | -41.9% |
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