-21.4%
BAX vs USFD
+159.7%
-181.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -2.8% |
| 7D | +9.1% | +3.9% | +5.2% | +8.5% |
| 30D | +5.3% | +10.7% | -5.4% | +3.7% |
| 3M | -6.1% | +6.3% | -12.4% | -7.0% |
| 6M | +53.3% | +16.2% | +37.0% | +50.0% |
| YTD | +34.4% | +41.9% | -7.5% | +23.2% |
| 1Y | +43.2% | +44.2% | -1.0% | +30.3% |
| All | -21.4% | +159.7% | -181.0% | -38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling