+157.8%
USFD vs BR
+13.3%
+144.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | +0.2% |
| 7D | +3.0% | +6.5% | -3.5% | +1.6% |
| 30D | +11.1% | +18.9% | -7.8% | +7.1% |
| 3M | -0.3% | +16.3% | -16.6% | -3.5% |
| 6M | +15.9% | +26.2% | -10.3% | +9.8% |
| YTD | +41.6% | -13.1% | +54.7% | +50.6% |
| 1Y | +49.4% | -10.5% | +59.9% | +56.7% |
| 3Y | +157.8% | +13.3% | +144.5% | +148.8% |
| All | +157.8% | +13.3% | +144.6% | +148.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling