+376.6%
USFD vs BLDR
+554.2%
-177.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | +1.6% |
| 7D | +8.4% | -1.1% | +9.4% | +8.7% |
| 30D | +12.7% | +19.1% | -6.3% | +5.4% |
| 3M | +1.1% | -12.6% | +13.7% | +4.9% |
| 6M | +30.2% | -18.7% | +48.8% | +36.1% |
| YTD | +45.8% | -38.8% | +84.7% | +66.3% |
| 1Y | +51.9% | -41.2% | +93.2% | +75.0% |
| 3Y | +158.5% | -49.4% | +207.9% | +186.1% |
| 5Y | +208.0% | -6.0% | +214.0% | +141.3% |
| 10Y | +376.6% | +523.1% | -146.5% | +73.3% |
| All | +376.6% | +554.2% | -177.6% | +73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 BLDR 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