+48.0%
BAX vs USFD
+49.6%
-1.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +8.5% | -4.5% | +4.6% |
| 7D | +4.1% | +7.8% | -3.8% | +4.6% |
| 30D | +9.4% | +16.2% | -6.8% | +10.8% |
| 3M | -6.5% | +11.0% | -17.5% | -5.5% |
| 6M | +59.6% | +20.7% | +38.9% | +64.6% |
| YTD | +38.9% | +46.0% | -7.1% | +43.1% |
| 1Y | +48.0% | +49.8% | -1.8% | +51.7% |
| All | +48.0% | +49.6% | -1.6% | +51.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling