+701.6%
BE vs USFD
+177.0%
+524.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +8.5% | -14.8% | -11.3% |
| 7D | -12.1% | +7.8% | -20.0% | -16.8% |
| 30D | -30.1% | +16.2% | -46.3% | -36.8% |
| 3M | -12.1% | +11.0% | -23.1% | -18.8% |
| 6M | -30.6% | +20.7% | -51.3% | -40.3% |
| YTD | +130.6% | +46.0% | +84.7% | +72.5% |
| 1Y | +55.3% | +49.8% | +5.5% | +14.5% |
| 3Y | +1,755.6% | +167.3% | +1,588.3% | +824.7% |
| 5Y | +564.5% | +197.2% | +367.3% | +206.2% |
| All | +701.6% | +177.0% | +524.6% | +93.9% |
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 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