+251.7%
BAC vs USFD
+368.6%
-117.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.1% |
| 7D | +2.0% | +3.9% | -1.9% | +0.5% |
| 30D | -6.9% | +12.8% | -19.8% | -11.2% |
| 3M | -19.6% | +1.0% | -20.5% | -20.2% |
| 6M | -0.5% | +30.3% | -30.7% | -10.7% |
| YTD | -6.6% | +46.0% | -52.6% | -20.9% |
| 1Y | -3.0% | +49.6% | -52.6% | -18.7% |
| 3Y | +97.3% | +166.3% | -69.0% | +31.0% |
| 5Y | +21.9% | +208.4% | -186.5% | -25.2% |
| 10Y | +251.7% | +371.2% | -119.6% | +80.8% |
| All | +251.7% | +368.6% | -117.0% | +80.8% |
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