+212.6%
USFD vs BR
+9.8%
+202.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | 0.0% |
| 7D | -3.3% | -5.9% | +2.6% | -1.1% |
| 30D | -5.3% | +1.9% | -7.2% | -6.2% |
| 3M | +18.8% | +14.7% | +4.1% | +12.0% |
| 6M | +14.3% | -12.8% | +27.0% | +20.4% |
| YTD | +36.9% | -23.0% | +59.9% | +52.4% |
| 1Y | +31.7% | -31.7% | +63.4% | +55.8% |
| 3Y | +164.5% | -4.8% | +169.2% | +157.7% |
| 5Y | +212.6% | +7.8% | +204.7% | +157.0% |
| All | +212.6% | +9.8% | +202.8% | +157.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling