+164.5%
USFD vs BTG
+101.2%
+63.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.8% |
| 7D | -3.3% | +4.8% | -8.2% | -3.6% |
| 30D | -5.3% | +8.3% | -13.7% | -5.7% |
| 3M | +18.8% | +32.3% | -13.5% | +16.9% |
| 6M | +14.3% | +3.0% | +11.3% | +13.9% |
| YTD | +36.9% | +21.9% | +15.0% | +33.4% |
| 1Y | +31.7% | +28.2% | +3.5% | +26.6% |
| 3Y | +164.5% | +99.9% | +64.6% | +135.4% |
| All | +164.5% | +101.2% | +63.2% | +135.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling