+95.6%
BBY vs USFD
+167.5%
-71.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +3.1% | +3.6% | +5.8% |
| 7D | +10.5% | +3.9% | +6.6% | +9.3% |
| 30D | +22.1% | +12.8% | +9.3% | +18.4% |
| 3M | +31.0% | +1.0% | +30.0% | +30.3% |
| 6M | +83.2% | +30.3% | +52.9% | +69.7% |
| YTD | +65.1% | +46.0% | +19.1% | +42.5% |
| 1Y | +41.6% | +49.6% | -8.0% | +21.0% |
| 3Y | +95.6% | +166.3% | -70.7% | +37.4% |
| All | +95.6% | +167.5% | -71.9% | +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 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