+317.7%
USFD vs BURL
+343.3%
-25.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -3.0% | -1.4% |
| 7D | -3.0% | -2.8% | -0.2% | -2.0% |
| 30D | +3.5% | -28.2% | +31.7% | +17.3% |
| 3M | +26.6% | -17.6% | +44.2% | +35.3% |
| 6M | +11.7% | -11.8% | +23.5% | +15.1% |
| YTD | +38.1% | -8.1% | +46.3% | +39.2% |
| 1Y | +33.4% | -12.0% | +45.3% | +34.5% |
| 3Y | +155.8% | +63.3% | +92.5% | +83.5% |
| 5Y | +214.0% | -10.8% | +224.8% | +182.0% |
| 10Y | +320.4% | +215.9% | +104.5% | +141.3% |
| All | +317.7% | +343.3% | -25.7% | +115.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling