+162.8%
USFD vs BURL
+63.9%
+98.9%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -0.8% |
| 7D | -3.0% | -2.8% | -0.2% | -2.6% |
| 30D | +3.5% | -28.2% | +31.7% | +8.9% |
| 3M | +26.6% | -17.6% | +44.2% | +30.0% |
| 6M | +11.7% | -11.8% | +23.5% | +13.3% |
| YTD | +38.1% | -8.1% | +46.3% | +38.8% |
| 1Y | +33.4% | -12.0% | +45.3% | +34.5% |
| All | +162.8% | +63.9% | +98.9% | +132.5% |
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