+593.0%
BE vs USFD
+168.8%
+424.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.5% |
| 7D | -14.7% | +3.0% | -17.7% | -16.8% |
| 30D | -40.5% | +11.1% | -51.6% | -44.7% |
| 3M | -24.3% | -0.3% | -24.1% | -25.1% |
| 6M | -39.3% | +15.9% | -55.2% | -46.4% |
| YTD | +99.4% | +41.6% | +57.8% | +52.2% |
| 1Y | +26.6% | +49.4% | -22.8% | -6.4% |
| 3Y | +1,616.9% | +157.8% | +1,459.1% | +776.7% |
| 5Y | +441.4% | +176.6% | +264.7% | +161.0% |
| All | +593.0% | +168.8% | +424.1% | +71.1% |
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