+315.7%
USFD vs BR
+185.2%
+130.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.3% |
| 7D | -7.0% | -5.0% | -2.0% | -5.0% |
| 30D | -10.3% | -2.5% | -7.8% | -9.5% |
| 3M | +9.2% | +13.5% | -4.3% | +2.9% |
| 6M | +7.4% | -9.4% | +16.8% | +10.9% |
| YTD | +29.4% | -23.3% | +52.7% | +43.1% |
| 1Y | +24.8% | -31.6% | +56.4% | +45.7% |
| 3Y | +150.0% | -5.1% | +155.1% | +146.1% |
| 5Y | +195.5% | +8.2% | +187.3% | +166.9% |
| 10Y | +315.7% | +189.8% | +125.9% | +160.8% |
| All | +315.7% | +185.2% | +130.5% | +160.8% |
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