+353.3%
USFD vs BTG
+167.5%
+185.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.2% | +2.9% | -1.0% |
| 7D | +1.3% | -5.9% | +7.2% | +1.9% |
| 30D | +10.6% | -5.0% | +15.5% | +10.9% |
| 3M | -2.4% | -4.5% | +2.0% | -2.3% |
| 6M | +28.9% | -7.0% | +35.9% | +28.9% |
| YTD | +43.7% | +11.4% | +32.4% | +39.5% |
| 1Y | +48.5% | +20.1% | +28.3% | +42.8% |
| 3Y | +154.7% | +81.5% | +73.2% | +128.6% |
| 5Y | +218.4% | +32.1% | +186.2% | +190.8% |
| All | +353.3% | +167.5% | +185.8% | +300.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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