+50.0%
BA vs USFD
+353.3%
-303.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.5% | -6.3% | -2.5% |
| 7D | +5.9% | +7.8% | -1.9% | +1.3% |
| 30D | -8.2% | +16.2% | -24.3% | -15.9% |
| 3M | -25.4% | +11.0% | -36.4% | -30.3% |
| 6M | -20.0% | +20.7% | -40.7% | -29.4% |
| YTD | -18.5% | +46.0% | -64.4% | -36.4% |
| 1Y | -10.6% | +49.8% | -60.4% | -31.7% |
| 3Y | -9.3% | +167.3% | -176.5% | -51.5% |
| 5Y | -16.9% | +197.2% | -214.1% | -59.3% |
| 10Y | +37.9% | +389.9% | -352.0% | -46.8% |
| All | +50.0% | +353.3% | -303.3% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling