+49.8%
USFD vs BRO
-3.8%
+53.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +4.2% | +4.3% | +7.6% |
| 7D | +7.8% | +12.2% | -4.3% | +5.8% |
| 30D | +16.2% | +21.3% | -5.1% | +12.8% |
| 3M | +11.0% | +4.1% | +6.9% | +10.2% |
| 6M | +20.7% | +28.9% | -8.1% | +18.5% |
| YTD | +46.0% | -6.6% | +52.5% | +44.6% |
| 1Y | +49.8% | -5.6% | +55.3% | +47.5% |
| All | +49.8% | -3.8% | +53.6% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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