+24.8%
USFD vs BG
+49.9%
-25.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.5% |
| 7D | -7.0% | +0.5% | -7.5% | -7.0% |
| 30D | -10.3% | +10.3% | -20.6% | -10.6% |
| 3M | +9.2% | -1.9% | +11.1% | +9.5% |
| 6M | +7.4% | +5.2% | +2.2% | +7.0% |
| YTD | +29.4% | +41.2% | -11.8% | +26.7% |
| 1Y | +24.8% | +50.5% | -25.7% | +22.2% |
| All | +24.8% | +49.9% | -25.1% | +22.2% |
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