-27.7%
BABA vs USFD
+184.3%
-211.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.8% | +5.4% | +3.8% |
| 7D | +8.6% | +3.9% | +4.6% | +6.7% |
| 30D | -1.1% | +10.7% | -11.8% | -5.5% |
| 3M | -15.9% | +6.3% | -22.2% | -18.6% |
| 6M | -17.5% | +16.2% | -33.8% | -24.3% |
| YTD | -25.6% | +41.9% | -67.5% | -39.3% |
| 1Y | -33.8% | +44.2% | -78.0% | -46.6% |
| 3Y | +34.6% | +159.8% | -125.2% | -26.4% |
| 5Y | -27.7% | +177.1% | -204.8% | -64.3% |
| All | -27.7% | +184.3% | -211.9% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling