+52.1%
USFD vs BLDR
-42.4%
+94.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | -0.2% | -10.3% | +10.1% | +1.5% |
| 30D | +12.3% | +19.6% | -7.2% | +10.0% |
| 3M | -0.7% | -17.0% | +16.3% | +1.1% |
| 6M | +31.3% | -16.7% | +48.0% | +33.2% |
| YTD | +45.7% | -39.4% | +85.1% | +51.1% |
| 1Y | +52.1% | -41.7% | +93.8% | +58.5% |
| All | +52.1% | -42.4% | +94.5% | +58.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling