+49.8%
USFD vs BG
+7.2%
+42.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.4% | +6.0% | +8.3% |
| 7D | +7.8% | -3.8% | +11.6% | +8.0% |
| 30D | +16.2% | -9.6% | +25.8% | +16.6% |
| 3M | +11.0% | -8.5% | +19.5% | +11.0% |
| 6M | +20.7% | -23.0% | +43.8% | +22.9% |
| YTD | +46.0% | +10.9% | +35.1% | +35.8% |
| 1Y | +49.8% | +6.0% | +43.8% | +41.3% |
| All | +49.8% | +7.2% | +42.6% | +41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling