+363.0%
USFD vs BURL
+258.4%
+104.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.9% | +0.1% | -1.6% |
| 7D | +3.9% | +3.5% | +0.4% | +2.6% |
| 30D | +10.7% | -9.3% | +20.0% | +14.9% |
| 3M | +6.3% | -32.1% | +38.4% | +22.9% |
| 6M | +16.2% | -19.8% | +36.0% | +24.5% |
| YTD | +41.9% | -13.2% | +55.0% | +45.8% |
| 1Y | +44.2% | -7.8% | +52.0% | +42.7% |
| 3Y | +159.8% | +89.3% | +70.5% | +72.8% |
| 5Y | +177.1% | -15.8% | +192.9% | +154.3% |
| All | +363.0% | +258.4% | +104.6% | +169.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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