+212.6%
USFD vs BTG
+72.2%
+140.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.7% |
| 7D | -3.3% | +4.8% | -8.2% | -3.8% |
| 30D | -5.3% | +8.3% | -13.7% | -6.1% |
| 3M | +18.8% | +32.3% | -13.5% | +15.2% |
| 6M | +14.3% | +3.0% | +11.3% | +13.2% |
| YTD | +36.9% | +21.9% | +15.0% | +31.4% |
| 1Y | +31.7% | +28.2% | +3.5% | +24.5% |
| 3Y | +164.5% | +99.9% | +64.6% | +127.0% |
| 5Y | +212.6% | +73.6% | +139.0% | +173.1% |
| All | +212.6% | +72.2% | +140.4% | +173.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling