+308.9%
BBY vs USFD
+329.0%
-20.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.5% | +3.3% |
| 7D | +9.5% | -3.0% | +12.5% | +10.5% |
| 30D | +6.8% | +3.5% | +3.3% | +5.4% |
| 3M | +28.9% | +26.6% | +2.3% | +19.2% |
| 6M | +37.8% | +11.7% | +26.1% | +32.1% |
| YTD | +38.7% | +38.1% | +0.6% | +23.1% |
| 1Y | +23.7% | +33.4% | -9.7% | +10.8% |
| 3Y | +39.1% | +155.8% | -116.7% | +0.5% |
| 5Y | -0.4% | +214.0% | -214.4% | -33.6% |
| 10Y | +234.0% | +320.4% | -86.4% | +97.8% |
| All | +308.9% | +329.0% | -20.1% | +144.1% |
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