+165.7%
USFD vs BURL
+95.5%
+70.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +7.7% | +0.8% | +7.1% |
| 7D | +7.8% | +10.4% | -2.6% | +6.1% |
| 30D | +16.2% | -4.9% | +21.1% | +17.0% |
| 3M | +11.0% | -29.8% | +40.7% | +16.8% |
| 6M | +20.7% | -16.5% | +37.2% | +23.3% |
| YTD | +46.0% | -10.5% | +56.5% | +47.1% |
| 1Y | +49.8% | -5.3% | +55.1% | +48.6% |
| All | +165.7% | +95.5% | +70.2% | +152.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling