-35.3%
BABA vs USFD
+49.6%
-84.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +8.5% | -3.5% | +4.6% |
| 7D | +4.3% | +7.8% | -3.6% | +4.0% |
| 30D | -5.0% | +16.2% | -21.1% | -5.0% |
| 3M | -18.4% | +11.0% | -29.4% | -18.5% |
| 6M | -20.3% | +20.7% | -41.0% | -21.4% |
| YTD | -27.5% | +46.0% | -73.5% | -31.6% |
| 1Y | -35.3% | +49.8% | -85.1% | -39.4% |
| All | -35.3% | +49.6% | -84.9% | -39.4% |
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