+326.6%
BAC vs USFD
+340.6%
-14.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -2.6% |
| 7D | -2.7% | +3.9% | -6.6% | -4.2% |
| 30D | -8.0% | +10.7% | -18.7% | -11.5% |
| 3M | -20.9% | +6.3% | -27.3% | -23.1% |
| 6M | -5.4% | +16.2% | -21.6% | -11.4% |
| YTD | -8.1% | +41.9% | -49.9% | -21.2% |
| 1Y | -3.1% | +44.2% | -47.3% | -17.7% |
| 3Y | +88.1% | +159.8% | -71.6% | +26.4% |
| 5Y | +19.7% | +177.1% | -157.4% | -23.4% |
| 10Y | +275.9% | +376.2% | -100.3% | +89.9% |
| All | +326.6% | +340.6% | -14.0% | +120.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling