+31.1%
BA vs USFD
+370.5%
-339.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.0% |
| 7D | -0.1% | +3.9% | -4.0% | -2.4% |
| 30D | -9.1% | +10.7% | -19.8% | -14.5% |
| 3M | -28.2% | +6.3% | -34.5% | -31.4% |
| 6M | -23.1% | +16.2% | -39.4% | -30.8% |
| YTD | -20.6% | +41.9% | -62.4% | -37.2% |
| 1Y | -12.7% | +44.2% | -56.9% | -32.0% |
| 3Y | -11.6% | +159.8% | -171.3% | -52.3% |
| 5Y | -23.1% | +177.1% | -200.2% | -61.1% |
| All | +31.1% | +370.5% | -339.4% | -48.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling