+305.5%
USFD vs BRKR
+155.3%
+150.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -8.4% | -8.7% | +0.3% | -6.3% |
| 30D | -14.1% | -9.9% | -4.2% | -12.0% |
| 3M | +4.5% | -3.1% | +7.6% | +3.4% |
| 6M | +4.4% | +45.5% | -41.1% | -8.7% |
| YTD | +26.6% | +13.7% | +12.9% | +17.1% |
| 1Y | +19.4% | +67.4% | -48.1% | -3.1% |
| 3Y | +144.6% | -13.2% | +157.8% | +129.7% |
| 5Y | +194.5% | -39.5% | +234.0% | +207.6% |
| All | +305.5% | +155.3% | +150.2% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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