+34.5%
BABA vs USFD
+159.7%
-125.1%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +3.1% |
| 7D | +8.6% | +3.9% | +4.6% | +7.9% |
| 30D | -1.1% | +10.7% | -11.8% | -2.6% |
| 3M | -15.9% | +6.3% | -22.2% | -16.8% |
| 6M | -17.5% | +16.2% | -33.8% | -20.2% |
| YTD | -25.6% | +41.9% | -67.5% | -32.0% |
| 1Y | -33.8% | +44.2% | -78.0% | -39.9% |
| All | +34.5% | +159.7% | -125.1% | +9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling