-33.1%
BAX vs USFD
+359.9%
-393.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | +1.7% | -1.6% | -0.1% |
| 30D | +4.1% | +10.2% | -6.1% | +2.8% |
| 3M | -4.5% | -1.5% | -3.1% | -4.5% |
| 6M | +49.2% | +27.3% | +21.9% | +44.7% |
| YTD | +35.2% | +44.0% | -8.7% | +28.2% |
| 1Y | +38.3% | +50.4% | -12.1% | +30.3% |
| 3Y | -19.0% | +153.6% | -172.6% | -28.7% |
| 5Y | -64.2% | +219.0% | -283.1% | -69.6% |
| All | -33.1% | +359.9% | -393.1% | -40.6% |
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