-30.2%
BAX vs USFD
+329.0%
-359.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -1.1% | -3.0% | +1.9% | -0.8% |
| 30D | -5.5% | +3.5% | -9.0% | -5.9% |
| 3M | +33.5% | +26.6% | +7.0% | +29.8% |
| 6M | +35.9% | +11.7% | +24.2% | +33.9% |
| YTD | +35.4% | +38.1% | -2.8% | +29.1% |
| 1Y | +9.8% | +33.4% | -23.6% | +5.1% |
| 3Y | -32.7% | +155.8% | -188.5% | -40.7% |
| 5Y | -65.6% | +214.0% | -279.6% | -70.6% |
| 10Y | -34.9% | +320.4% | -355.3% | -41.3% |
| All | -30.2% | +329.0% | -359.3% | -37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling