+737.9%
BE vs USFD
+176.6%
+561.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -0.1% | +13.1% | +13.0% |
| 7D | +4.5% | -0.2% | +4.7% | +5.1% |
| 30D | -20.1% | +12.3% | -32.5% | -26.0% |
| 3M | -0.8% | -0.7% | -0.1% | -1.3% |
| 6M | -26.2% | +31.3% | -57.5% | -39.6% |
| YTD | +141.1% | +45.7% | +95.4% | +81.3% |
| 1Y | +64.8% | +52.1% | +12.7% | +20.9% |
| 3Y | +1,887.4% | +158.2% | +1,729.1% | +918.0% |
| 5Y | +518.1% | +213.8% | +304.3% | +178.1% |
| All | +737.9% | +176.6% | +561.3% | +103.7% |
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