+28.1%
BTDR vs USFD
+214.9%
-186.8%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.9% | +3.3% | +2.6% |
| 7D | +22.4% | -3.3% | +25.8% | +23.7% |
| 30D | +16.5% | -5.3% | +21.8% | +18.5% |
| 3M | -31.5% | +18.8% | -50.3% | -36.7% |
| 6M | +74.0% | +14.3% | +59.8% | +63.2% |
| YTD | +13.0% | +36.9% | -23.8% | -2.7% |
| 1Y | -0.2% | +31.7% | -31.9% | -12.7% |
| 3Y | +9.9% | +164.5% | -154.6% | -12.9% |
| 5Y | +28.1% | +212.6% | -184.5% | +1.5% |
| All | +28.1% | +214.9% | -186.8% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling