-14.9%
BAX vs USFD
+167.5%
-182.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +2.0% |
| 7D | +9.0% | +3.9% | +5.1% | +8.3% |
| 30D | +8.5% | +12.8% | -4.4% | +6.5% |
| 3M | -4.1% | +1.0% | -5.1% | -4.4% |
| 6M | +46.9% | +30.3% | +16.7% | +41.6% |
| YTD | +38.4% | +46.0% | -7.6% | +26.2% |
| 1Y | +47.0% | +49.6% | -2.6% | +32.8% |
| 3Y | -14.9% | +166.3% | -181.2% | -34.3% |
| All | -14.9% | +167.5% | -182.4% | -34.3% |
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 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