+668.0%
BE vs USFD
+173.3%
+494.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | +10.8% | +1.7% | +9.2% | +9.9% |
| 30D | -19.8% | +10.2% | -29.9% | -24.8% |
| 3M | -18.7% | -1.5% | -17.2% | -18.7% |
| 6M | -33.7% | +27.3% | -61.1% | -44.8% |
| YTD | +121.0% | +44.0% | +77.0% | +67.3% |
| 1Y | +85.4% | +50.4% | +35.1% | +36.8% |
| 3Y | +1,709.5% | +153.6% | +1,556.0% | +837.4% |
| 5Y | +462.2% | +219.0% | +243.2% | +150.6% |
| All | +668.0% | +173.3% | +494.6% | +88.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling