-63.3%
BAX vs USFD
+207.9%
-271.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.6% | -0.2% | -0.4% | -0.6% |
| 30D | +6.3% | +12.3% | -6.0% | +3.7% |
| 3M | -4.6% | -0.7% | -3.9% | -4.6% |
| 6M | +50.4% | +31.3% | +19.1% | +41.8% |
| YTD | +38.0% | +45.7% | -7.7% | +24.4% |
| 1Y | +44.6% | +52.1% | -7.5% | +28.7% |
| 3Y | -15.1% | +158.2% | -173.4% | -35.0% |
| 5Y | -63.3% | +213.8% | -277.0% | -74.0% |
| All | -63.3% | +207.9% | -271.2% | -74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling