-0.9%
BA vs USFD
+215.8%
-216.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +1.2% | -3.0% | +4.2% | +2.6% |
| 30D | -11.6% | +3.5% | -15.2% | -13.5% |
| 3M | -2.4% | +26.6% | -28.9% | -14.4% |
| 6M | -6.6% | +11.7% | -18.3% | -12.9% |
| YTD | -2.2% | +38.1% | -40.4% | -20.0% |
| 1Y | -8.0% | +33.4% | -41.4% | -23.6% |
| 3Y | -5.0% | +155.8% | -160.8% | -48.0% |
| All | -0.9% | +215.8% | -216.8% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling