-10.6%
BA vs USFD
+49.6%
-60.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.5% | -6.3% | +1.3% |
| 7D | +5.9% | +7.8% | -1.9% | +5.1% |
| 30D | -8.2% | +16.2% | -24.3% | -9.5% |
| 3M | -25.4% | +11.0% | -36.4% | -26.2% |
| 6M | -20.0% | +20.7% | -40.7% | -21.7% |
| YTD | -18.5% | +46.0% | -64.4% | -20.9% |
| 1Y | -10.6% | +49.8% | -60.4% | -13.4% |
| All | -10.6% | +49.6% | -60.2% | -13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling