+315.7%
USFD vs BUD
-24.2%
+339.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.3% | -4.1% |
| 7D | -7.0% | -1.3% | -5.7% | -6.2% |
| 30D | -10.3% | -6.1% | -4.1% | -6.7% |
| 3M | +9.2% | -3.8% | +12.9% | +11.3% |
| 6M | +7.4% | +8.2% | -0.8% | +0.8% |
| YTD | +29.4% | +23.6% | +5.8% | +11.4% |
| 1Y | +24.8% | +33.4% | -8.6% | +1.9% |
| 3Y | +150.0% | +45.3% | +104.7% | +82.8% |
| 5Y | +195.5% | +44.3% | +151.2% | +110.4% |
| 10Y | +315.7% | -22.8% | +338.5% | +206.1% |
| All | +315.7% | -24.2% | +339.9% | +206.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling