-31.3%
BABA vs USFD
+215.8%
-247.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.6% | +1.4% |
| 7D | -4.8% | -3.0% | -1.7% | -3.5% |
| 30D | -11.9% | +3.5% | -15.4% | -13.5% |
| 3M | -9.3% | +26.6% | -35.8% | -19.7% |
| 6M | -14.2% | +11.7% | -26.0% | -19.7% |
| YTD | -22.0% | +38.1% | -60.2% | -35.2% |
| 1Y | -12.7% | +33.4% | -46.1% | -26.5% |
| 3Y | +26.7% | +155.8% | -129.2% | -29.5% |
| All | -31.3% | +215.8% | -247.1% | -67.6% |
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