+24.8%
USFD vs BR
-31.7%
+56.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.5% |
| 7D | -7.0% | -5.0% | -2.0% | -7.0% |
| 30D | -10.3% | -2.5% | -7.8% | -10.2% |
| 3M | +9.2% | +13.5% | -4.3% | +9.1% |
| 6M | +7.4% | -9.4% | +16.8% | +7.3% |
| YTD | +29.4% | -23.3% | +52.7% | +34.1% |
| 1Y | +24.8% | -31.6% | +56.4% | +40.2% |
| All | +24.8% | -31.7% | +56.6% | +40.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling