+911.5%
BE vs USFD
+162.2%
+749.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.4% | +7.7% | +7.6% |
| 7D | +20.0% | -3.0% | +23.0% | +22.1% |
| 30D | +7.9% | +3.5% | +4.4% | +5.4% |
| 3M | -13.2% | +26.6% | -39.8% | -26.6% |
| 6M | +53.5% | +11.7% | +41.8% | +40.6% |
| YTD | +191.0% | +38.1% | +152.9% | +128.1% |
| 1Y | +360.5% | +33.4% | +327.1% | +268.4% |
| 3Y | +1,568.0% | +155.8% | +1,412.2% | +765.2% |
| 5Y | +1,055.2% | +214.0% | +841.1% | +416.8% |
| All | +911.5% | +162.2% | +749.3% | +156.3% |
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