+285.6%
USFD vs BRKR
+109.6%
+176.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.0% |
| 7D | -8.0% | -9.8% | +1.8% | -5.7% |
| 30D | -13.1% | -6.1% | -7.0% | -11.9% |
| 3M | +6.5% | -2.4% | +8.9% | +5.3% |
| 6M | +5.7% | +46.7% | -41.0% | -7.5% |
| YTD | +27.5% | +14.0% | +13.6% | +18.1% |
| 1Y | +23.4% | +76.5% | -53.1% | -1.0% |
| 3Y | +146.4% | -11.7% | +158.1% | +130.3% |
| 5Y | +196.8% | -39.3% | +236.1% | +209.0% |
| 10Y | +309.8% | +154.1% | +155.7% | +185.1% |
| All | +285.6% | +109.6% | +176.0% | +165.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling