-33.9%
BAX vs USFD
+368.6%
-402.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +2.0% |
| 7D | +9.0% | +3.9% | +5.1% | +8.5% |
| 30D | +8.5% | +12.8% | -4.4% | +6.9% |
| 3M | -4.1% | +1.0% | -5.1% | -4.3% |
| 6M | +46.9% | +30.3% | +16.7% | +42.1% |
| YTD | +38.4% | +46.0% | -7.6% | +31.0% |
| 1Y | +47.0% | +49.6% | -2.6% | +38.7% |
| 3Y | -14.9% | +166.3% | -181.2% | -25.5% |
| 5Y | -62.5% | +208.4% | -270.9% | -68.0% |
| 10Y | -33.9% | +371.2% | -405.1% | -38.3% |
| All | -33.9% | +368.6% | -402.5% | -38.3% |
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