+31.8%
BA vs USFD
+369.7%
-337.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.1% | +3.0% | -1.9% | -0.8% |
| 30D | -7.9% | +11.1% | -19.0% | -13.6% |
| 3M | -25.3% | -0.3% | -25.0% | -25.8% |
| 6M | -24.6% | +15.9% | -40.5% | -32.0% |
| YTD | -20.1% | +41.6% | -61.8% | -36.8% |
| 1Y | -11.8% | +49.4% | -61.2% | -32.6% |
| 3Y | -10.1% | +157.8% | -168.0% | -51.3% |
| 5Y | -22.7% | +176.6% | -199.4% | -60.9% |
| All | +31.8% | +369.7% | -337.9% | -48.1% |
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