+376.6%
USFD vs BG
+95.6%
+281.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.7% | +0.6% |
| 7D | +8.4% | +5.0% | +3.4% | +6.3% |
| 30D | +12.7% | -3.2% | +16.0% | +14.1% |
| 3M | +1.1% | -11.2% | +12.3% | +5.4% |
| 6M | +30.2% | -19.4% | +49.6% | +40.1% |
| YTD | +45.8% | +13.6% | +32.2% | +33.7% |
| 1Y | +51.9% | +7.3% | +44.7% | +42.8% |
| 3Y | +158.5% | +3.8% | +154.7% | +136.6% |
| 5Y | +208.0% | +23.2% | +184.9% | +141.4% |
| 10Y | +376.6% | +97.9% | +278.6% | +128.4% |
| All | +376.6% | +95.6% | +281.0% | +128.4% |
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