+25.6%
BIL vs USFD
+368.6%
-343.0%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.0% | 0.0% |
| 7D | +0.1% | +3.9% | -3.8% | +0.1% |
| 30D | 0.0% | +12.8% | -12.9% | 0.0% |
| 3M | +0.6% | +1.0% | -0.4% | +0.6% |
| 6M | +1.5% | +30.3% | -28.7% | +1.5% |
| YTD | +2.8% | +46.0% | -43.2% | +2.8% |
| 1Y | +3.3% | +49.6% | -46.3% | +3.3% |
| 3Y | +13.4% | +166.3% | -152.9% | +13.4% |
| 5Y | +19.8% | +208.4% | -188.6% | +19.8% |
| 10Y | +25.6% | +371.2% | -345.6% | +25.7% |
| All | +25.6% | +368.6% | -343.0% | +25.7% |
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