+1,709.5%
BE vs USFD
+156.3%
+1,553.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.2% | -5.1% | -5.0% |
| 7D | +10.8% | +1.7% | +9.2% | +10.5% |
| 30D | -19.8% | +10.2% | -29.9% | -21.8% |
| 3M | -18.7% | -1.5% | -17.2% | -18.3% |
| 6M | -33.7% | +27.3% | -61.1% | -39.9% |
| YTD | +121.0% | +44.0% | +77.0% | +85.2% |
| 1Y | +85.4% | +50.4% | +35.1% | +52.1% |
| 3Y | +1,709.5% | +153.6% | +1,556.0% | +907.9% |
| All | +1,709.5% | +156.3% | +1,553.3% | +907.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling