+315.7%
USFD vs BTG
+147.2%
+168.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.7% | -7.1% | -5.6% |
| 7D | -7.0% | +2.4% | -9.4% | -7.2% |
| 30D | -10.3% | +9.5% | -19.8% | -11.1% |
| 3M | +9.2% | +38.5% | -29.3% | +5.6% |
| 6M | +7.4% | +5.6% | +1.8% | +6.0% |
| YTD | +29.4% | +23.9% | +5.5% | +24.8% |
| 1Y | +24.8% | +32.1% | -7.3% | +19.0% |
| 3Y | +150.0% | +103.2% | +46.8% | +123.5% |
| 5Y | +195.5% | +79.7% | +115.8% | +164.2% |
| 10Y | +315.7% | +159.1% | +156.6% | +267.5% |
| All | +315.7% | +147.2% | +168.5% | +267.5% |
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