+317.7%
USFD vs BTG
+261.5%
+56.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.1% | -0.2% |
| 7D | -3.0% | -0.9% | -2.1% | -3.0% |
| 30D | +3.5% | +36.8% | -33.3% | +0.6% |
| 3M | +26.6% | +23.1% | +3.5% | +23.8% |
| 6M | +11.7% | +3.5% | +8.2% | +10.5% |
| YTD | +38.1% | +25.5% | +12.6% | +33.3% |
| 1Y | +33.4% | +40.1% | -6.7% | +26.7% |
| 3Y | +155.8% | +101.1% | +54.7% | +130.3% |
| 5Y | +214.0% | +70.6% | +143.4% | +183.6% |
| 10Y | +320.4% | +152.1% | +168.2% | +272.1% |
| All | +317.7% | +261.5% | +56.2% | +270.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling