+328.9%
USFD vs BUD
-18.3%
+347.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -3.9% |
| 7D | +3.9% | +7.1% | -3.2% | -0.4% |
| 30D | +10.7% | +12.7% | -2.0% | +2.6% |
| 3M | +6.3% | 0.0% | +6.3% | +5.9% |
| 6M | +16.2% | +7.6% | +8.6% | +10.0% |
| YTD | +41.9% | +35.0% | +6.8% | +15.6% |
| 1Y | +44.2% | +37.6% | +6.6% | +15.9% |
| 3Y | +159.8% | +51.5% | +108.3% | +87.0% |
| 5Y | +177.1% | +50.2% | +126.9% | +95.5% |
| 10Y | +376.2% | -7.2% | +383.4% | +228.9% |
| All | +328.9% | -18.3% | +347.3% | +202.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling