+376.6%
USFD vs BR
+271.1%
+105.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | +8.4% | +5.0% | +3.4% | +6.2% |
| 30D | +12.7% | +16.6% | -3.9% | +5.8% |
| 3M | +1.1% | +12.0% | -10.8% | -3.8% |
| 6M | +30.2% | +30.7% | -0.6% | +15.0% |
| YTD | +45.8% | -11.9% | +57.8% | +52.3% |
| 1Y | +51.9% | -11.6% | +63.5% | +58.2% |
| 3Y | +158.5% | +15.0% | +143.5% | +133.9% |
| 5Y | +208.0% | +18.1% | +189.9% | +168.9% |
| 10Y | +376.6% | +278.6% | +97.9% | +183.7% |
| All | +376.6% | +271.1% | +105.4% | +183.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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