+308.6%
USFD vs BG
+171.4%
+137.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -8.0% | +3.7% | -11.7% | -9.4% |
| 30D | -13.1% | +12.3% | -25.4% | -17.4% |
| 3M | +6.5% | -2.2% | +8.7% | +6.6% |
| 6M | +5.7% | +5.3% | +0.4% | +1.8% |
| YTD | +27.5% | +42.4% | -14.9% | +7.3% |
| 1Y | +23.4% | +55.2% | -31.8% | -1.1% |
| 3Y | +146.4% | +21.0% | +125.5% | +114.4% |
| 5Y | +196.8% | +87.1% | +109.6% | +90.2% |
| All | +308.6% | +171.4% | +137.2% | +80.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling