+341.3%
USFD vs BURL
+331.7%
+9.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +7.7% | +0.8% | +5.4% |
| 7D | +7.8% | +10.4% | -2.6% | +3.8% |
| 30D | +16.2% | -4.9% | +21.1% | +18.4% |
| 3M | +11.0% | -29.8% | +40.7% | +26.5% |
| 6M | +20.7% | -16.5% | +37.2% | +27.2% |
| YTD | +46.0% | -10.5% | +56.5% | +48.2% |
| 1Y | +49.8% | -5.3% | +55.1% | +46.7% |
| 3Y | +167.3% | +95.1% | +72.2% | +76.4% |
| 5Y | +197.2% | -12.1% | +209.3% | +167.5% |
| 10Y | +389.9% | +273.2% | +116.7% | +173.2% |
| All | +341.3% | +331.7% | +9.6% | +129.3% |
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