+21.3%
BAC vs USFD
+208.7%
-187.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +2.1% | +8.4% | -6.3% | -1.0% |
| 30D | -6.7% | +12.7% | -19.4% | -11.0% |
| 3M | -20.2% | +1.1% | -21.4% | -20.9% |
| 6M | -0.2% | +30.2% | -30.4% | -10.8% |
| YTD | -6.4% | +45.8% | -52.2% | -21.8% |
| 1Y | -3.1% | +51.9% | -55.0% | -20.7% |
| 3Y | +96.7% | +158.5% | -61.7% | +25.3% |
| 5Y | +21.3% | +208.0% | -186.8% | -30.5% |
| All | +21.3% | +208.7% | -187.5% | -30.5% |
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