-30.3%
BAX vs USFD
+339.9%
-370.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +12.1% | +3.0% | +9.2% | +11.7% |
| 30D | +7.6% | +11.1% | -3.5% | +6.2% |
| 3M | -4.5% | -0.3% | -4.2% | -4.5% |
| 6M | +52.0% | +15.9% | +36.1% | +49.0% |
| YTD | +35.1% | +41.6% | -6.5% | +28.4% |
| 1Y | +43.7% | +49.4% | -5.7% | +35.5% |
| 3Y | -20.9% | +157.8% | -178.8% | -30.4% |
| 5Y | -63.5% | +176.6% | -240.2% | -68.6% |
| 10Y | -36.0% | +375.4% | -411.3% | -42.5% |
| All | -30.3% | +339.9% | -370.2% | -37.7% |
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