-39.9%
BTDR vs USFD
+209.0%
-248.9%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | -0.2% | +13.4% | +13.3% |
| 7D | -10.4% | +3.0% | -13.3% | -11.4% |
| 30D | -42.2% | +11.1% | -53.2% | -44.3% |
| 3M | -42.8% | -0.3% | -42.5% | -43.0% |
| 6M | -60.2% | +15.9% | -76.0% | -62.8% |
| YTD | -46.3% | +41.6% | -88.0% | -54.3% |
| 1Y | -71.7% | +49.4% | -121.1% | -76.2% |
| 3Y | +54.6% | +157.8% | -103.2% | +21.7% |
| 5Y | -39.5% | +176.6% | -216.2% | -52.4% |
| All | -39.9% | +209.0% | -248.9% | -52.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling