+1.2%
BBY vs USFD
+214.9%
-213.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.7% |
| 7D | +8.1% | -3.3% | +11.5% | +9.5% |
| 30D | +8.9% | -5.3% | +14.3% | +11.1% |
| 3M | +22.0% | +18.8% | +3.3% | +13.5% |
| 6M | +37.8% | +14.3% | +23.5% | +29.5% |
| YTD | +37.3% | +36.9% | +0.4% | +17.3% |
| 1Y | +21.6% | +31.7% | -10.2% | +5.5% |
| 3Y | +41.5% | +164.5% | -123.0% | -12.5% |
| 5Y | +1.2% | +212.6% | -211.3% | -46.3% |
| All | +1.2% | +214.9% | -213.6% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling