-33.8%
BABA vs USFD
+46.0%
-79.8%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +2.7% |
| 7D | +8.6% | +3.9% | +4.6% | +8.4% |
| 30D | -1.1% | +10.7% | -11.8% | -1.1% |
| 3M | -15.9% | +6.3% | -22.2% | -16.0% |
| 6M | -17.5% | +16.2% | -33.8% | -18.6% |
| YTD | -25.6% | +41.9% | -67.5% | -29.7% |
| 1Y | -33.8% | +44.2% | -78.0% | -37.8% |
| All | -33.8% | +46.0% | -79.8% | -37.8% |
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