+16.0%
BABA vs USFD
+321.9%
-305.9%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | -4.8% | -3.0% | -1.7% | -4.1% |
| 30D | -11.9% | +3.5% | -15.4% | -12.7% |
| 3M | -9.3% | +26.6% | -35.8% | -14.4% |
| 6M | -14.2% | +11.7% | -26.0% | -16.8% |
| YTD | -22.0% | +38.1% | -60.2% | -28.3% |
| 1Y | -12.7% | +33.4% | -46.1% | -19.2% |
| 3Y | +26.7% | +155.8% | -129.2% | +0.4% |
| 5Y | -29.3% | +214.0% | -243.4% | -46.5% |
| All | +16.0% | +321.9% | -305.9% | -15.9% |
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 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