+528.6%
BTSG vs USFD
+142.3%
+386.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +3.1% | -0.1% | +2.1% |
| 7D | +4.4% | +3.9% | +0.4% | +3.1% |
| 30D | +8.5% | +12.8% | -4.4% | +4.3% |
| 3M | +10.8% | +1.0% | +9.8% | +10.1% |
| 6M | +26.1% | +30.3% | -4.1% | +13.7% |
| YTD | +84.6% | +46.0% | +38.7% | +51.6% |
| 1Y | +108.7% | +49.6% | +59.0% | +68.6% |
| All | +528.6% | +142.3% | +386.3% | +294.2% |
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