+192.6%
USFD vs BUD
+48.8%
+143.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.5% |
| 7D | +3.0% | +4.5% | -1.5% | +1.0% |
| 30D | +11.1% | +12.5% | -1.5% | +5.3% |
| 3M | -0.3% | 0.0% | -0.3% | -0.5% |
| 6M | +15.9% | +3.8% | +12.1% | +13.3% |
| YTD | +41.6% | +33.1% | +8.6% | +23.2% |
| 1Y | +49.4% | +35.5% | +13.9% | +28.7% |
| 3Y | +157.8% | +49.4% | +108.4% | +103.7% |
| All | +192.6% | +48.8% | +143.8% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling