+212.6%
USFD vs BG
+84.8%
+127.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.7% |
| 7D | -3.3% | +2.4% | -5.7% | -3.8% |
| 30D | -5.3% | +15.0% | -20.3% | -7.8% |
| 3M | +18.8% | -0.7% | +19.4% | +18.6% |
| 6M | +14.3% | +7.5% | +6.8% | +12.0% |
| YTD | +36.9% | +41.6% | -4.7% | +26.6% |
| 1Y | +31.7% | +50.7% | -19.0% | +19.9% |
| 3Y | +164.5% | +20.3% | +144.2% | +151.2% |
| 5Y | +212.6% | +85.2% | +127.3% | +142.8% |
| All | +212.6% | +84.8% | +127.8% | +142.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling