+51.9%
USFD vs BTG
+31.1%
+20.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +0.1% |
| 7D | +8.4% | +13.0% | -4.6% | +8.1% |
| 30D | +12.7% | +1.1% | +11.6% | +12.4% |
| 3M | +1.1% | +5.3% | -4.2% | +0.9% |
| 6M | +30.2% | +1.1% | +29.1% | +29.6% |
| YTD | +45.8% | +19.2% | +26.6% | +37.8% |
| 1Y | +51.9% | +31.5% | +20.5% | +34.8% |
| All | +51.9% | +31.1% | +20.8% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling