+396.6%
BAC vs USFD
+321.9%
+74.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +1.1% | -3.0% | +4.1% | +2.2% |
| 30D | -0.4% | +3.5% | -3.9% | -1.9% |
| 3M | +16.9% | +26.6% | -9.7% | +6.4% |
| 6M | +26.6% | +11.7% | +14.9% | +20.5% |
| YTD | +15.8% | +38.1% | -22.3% | +0.5% |
| 1Y | +27.2% | +33.4% | -6.2% | +11.5% |
| 3Y | +132.4% | +155.8% | -23.4% | +57.1% |
| 5Y | +72.6% | +214.0% | -141.5% | +5.2% |
| All | +396.6% | +321.9% | +74.7% | +159.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling