+27.1%
BABA vs USFD
+156.9%
-129.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.3% |
| 7D | -4.8% | -3.0% | -1.7% | -4.3% |
| 30D | -11.9% | +3.5% | -15.4% | -12.4% |
| 3M | -9.3% | +26.6% | -35.8% | -14.0% |
| 6M | -14.2% | +11.7% | -26.0% | -16.5% |
| YTD | -22.0% | +38.1% | -60.2% | -28.3% |
| 1Y | -12.7% | +33.4% | -46.1% | -19.2% |
| All | +27.1% | +156.9% | -129.8% | +0.7% |
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