+162.8%
USFD vs BLDR
-55.3%
+218.1%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.7% |
| 7D | -3.0% | -2.8% | -0.2% | -2.6% |
| 30D | +3.5% | -13.3% | +16.8% | +5.7% |
| 3M | +26.6% | -12.3% | +38.8% | +28.3% |
| 6M | +11.7% | -31.5% | +43.2% | +17.7% |
| YTD | +38.1% | -36.1% | +74.2% | +46.3% |
| 1Y | +33.4% | -54.1% | +87.5% | +49.3% |
| All | +162.8% | -55.3% | +218.1% | +171.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling