+72.2%
BTI vs USFD
+306.5%
-234.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | -0.6% |
| 7D | -2.4% | -7.0% | +4.6% | -1.3% |
| 30D | -4.8% | -10.3% | +5.5% | -3.1% |
| 3M | -8.1% | +9.2% | -17.3% | -9.5% |
| 6M | -4.2% | +7.4% | -11.6% | -5.5% |
| YTD | -1.3% | +29.4% | -30.7% | -5.6% |
| 1Y | +2.1% | +24.8% | -22.7% | -1.9% |
| 3Y | +108.9% | +150.0% | -41.1% | +78.2% |
| 5Y | +114.5% | +195.5% | -81.0% | +75.5% |
| 10Y | +72.2% | +315.7% | -243.5% | +20.7% |
| All | +72.2% | +306.5% | -234.3% | +20.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling