+18.0%
BAC vs USFD
+188.3%
-170.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -1.2% | +3.0% | -4.1% | -2.3% |
| 30D | -7.7% | +11.1% | -18.7% | -11.4% |
| 3M | -21.2% | -0.3% | -20.9% | -21.4% |
| 6M | -6.8% | +15.9% | -22.7% | -12.9% |
| YTD | -8.7% | +41.6% | -50.3% | -22.9% |
| 1Y | -5.3% | +49.4% | -54.7% | -22.1% |
| 3Y | +87.4% | +157.8% | -70.4% | +19.2% |
| All | +18.0% | +188.3% | -170.3% | -30.9% |
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 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