+239.8%
BBY vs USFD
+306.5%
-66.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.5% | +4.0% | +0.2% |
| 7D | +1.2% | -7.0% | +8.2% | +3.4% |
| 30D | +6.8% | -10.3% | +17.1% | +10.3% |
| 3M | +18.7% | +9.2% | +9.6% | +15.0% |
| 6M | +37.3% | +7.4% | +29.9% | +33.1% |
| YTD | +35.3% | +29.4% | +5.9% | +22.4% |
| 1Y | +20.7% | +24.8% | -4.2% | +10.3% |
| 3Y | +39.4% | +150.0% | -110.6% | +1.2% |
| 5Y | -1.5% | +195.5% | -197.0% | -33.2% |
| 10Y | +239.8% | +315.7% | -75.9% | +104.9% |
| All | +239.8% | +306.5% | -66.7% | +104.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling