+41.5%
BBY vs USFD
+162.9%
-121.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.8% |
| 7D | +8.1% | -3.3% | +11.5% | +9.0% |
| 30D | +8.9% | -5.3% | +14.3% | +10.4% |
| 3M | +22.0% | +18.8% | +3.3% | +16.0% |
| 6M | +37.8% | +14.3% | +23.5% | +32.1% |
| YTD | +37.3% | +36.9% | +0.4% | +20.7% |
| 1Y | +21.6% | +31.7% | -10.2% | +8.6% |
| 3Y | +41.5% | +164.5% | -123.0% | -3.8% |
| All | +41.5% | +162.9% | -121.4% | -3.8% |
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