+328.2%
USFD vs BLDR
+425.1%
-96.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.5% | +4.4% | +1.4% |
| 7D | +3.0% | -3.7% | +6.6% | +4.3% |
| 30D | +11.1% | +16.8% | -5.7% | +4.7% |
| 3M | -0.3% | -13.7% | +13.5% | +3.9% |
| 6M | +15.9% | -21.9% | +37.7% | +22.9% |
| YTD | +41.6% | -39.2% | +80.8% | +61.4% |
| 1Y | +49.4% | -42.6% | +92.0% | +73.2% |
| 3Y | +157.8% | -50.2% | +208.0% | +187.3% |
| 5Y | +176.6% | -7.0% | +183.6% | +121.0% |
| 10Y | +375.4% | +584.2% | -208.9% | +83.6% |
| All | +328.2% | +425.1% | -96.9% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling