+381.4%
BBY vs USFD
+352.6%
+28.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +3.7% | -0.2% | +3.9% | +3.8% |
| 30D | +20.9% | +12.3% | +8.6% | +16.7% |
| 3M | +27.6% | -0.7% | +28.3% | +27.8% |
| 6M | +86.9% | +31.3% | +55.6% | +70.8% |
| YTD | +63.3% | +45.7% | +17.6% | +42.5% |
| 1Y | +42.6% | +52.1% | -9.5% | +22.6% |
| 3Y | +89.8% | +158.2% | -68.4% | +36.8% |
| 5Y | -0.1% | +213.8% | -213.8% | -33.2% |
| 10Y | +294.3% | +367.0% | -72.8% | +127.8% |
| All | +381.4% | +352.6% | +28.8% | +182.5% |
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