+25.3%
BIL vs USFD
+329.0%
-303.7%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | +0.1% | -3.0% | +3.1% | +0.1% |
| 30D | +0.3% | +3.5% | -3.2% | +0.3% |
| 3M | +0.9% | +26.6% | -25.6% | +0.9% |
| 6M | +1.8% | +11.7% | -9.9% | +1.8% |
| YTD | +2.4% | +38.1% | -35.7% | +2.4% |
| 1Y | +3.7% | +33.4% | -29.7% | +3.7% |
| 3Y | +14.2% | +155.8% | -141.6% | +14.2% |
| 5Y | +19.4% | +214.0% | -194.6% | +19.4% |
| 10Y | +25.2% | +320.4% | -295.2% | +25.2% |
| All | +25.3% | +329.0% | -303.7% | +25.3% |
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