+150.0%
USFD vs BRO
-7.2%
+157.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.4% | -3.1% | -4.8% |
| 7D | -7.0% | -7.6% | +0.6% | -5.1% |
| 30D | -10.3% | -6.9% | -3.4% | -8.7% |
| 3M | +9.2% | +12.8% | -3.6% | +5.9% |
| 6M | +7.4% | -5.9% | +13.3% | +9.5% |
| YTD | +29.4% | -15.9% | +45.3% | +35.7% |
| 1Y | +24.8% | -28.1% | +53.0% | +38.2% |
| All | +150.0% | -7.2% | +157.2% | +160.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling