+216.3%
USFD vs BLDR
+20.2%
+196.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.0% |
| 7D | -3.0% | -2.8% | -0.2% | -2.4% |
| 30D | +3.5% | -13.3% | +16.8% | +7.0% |
| 3M | +26.6% | -12.3% | +38.8% | +29.3% |
| 6M | +11.7% | -31.5% | +43.2% | +21.3% |
| YTD | +38.1% | -36.1% | +74.2% | +51.6% |
| 1Y | +33.4% | -54.1% | +87.5% | +60.2% |
| 3Y | +155.8% | -55.8% | +211.6% | +187.6% |
| All | +216.3% | +20.2% | +196.1% | +99.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling