+341.3%
USFD vs BTG
+267.3%
+74.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.2% | -2.1% | +2.6% |
| 7D | +3.9% | +19.1% | -15.2% | +2.4% |
| 30D | +12.8% | +8.2% | +4.6% | +12.0% |
| 3M | +1.0% | +13.3% | -12.4% | -0.4% |
| 6M | +30.3% | +8.1% | +22.2% | +28.5% |
| YTD | +46.0% | +27.5% | +18.4% | +40.4% |
| 1Y | +49.6% | +47.1% | +2.5% | +41.8% |
| 3Y | +166.3% | +105.8% | +60.5% | +138.9% |
| 5Y | +208.4% | +55.8% | +152.6% | +180.1% |
| 10Y | +371.2% | +161.8% | +209.4% | +316.3% |
| All | +341.3% | +267.3% | +74.0% | +289.8% |
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 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