+214.5%
BAC vs USFD
+359.1%
-144.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.2% |
| 7D | +1.5% | +1.3% | +0.2% | +1.0% |
| 30D | -6.4% | +10.6% | -17.0% | -10.0% |
| 3M | -21.7% | -2.4% | -19.2% | -21.3% |
| 6M | +0.5% | +28.9% | -28.4% | -9.5% |
| YTD | -6.7% | +43.7% | -50.4% | -20.5% |
| 1Y | -4.7% | +48.5% | -53.2% | -19.9% |
| 3Y | +96.1% | +154.7% | -58.6% | +32.5% |
| 5Y | +21.7% | +218.4% | -196.7% | -26.2% |
| All | +214.5% | +359.1% | -144.6% | +62.9% |
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