+25.3%
BIL vs USFD
+339.9%
-314.6%
-0.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -0.3% | +3.0% | -3.2% | -0.3% |
| 30D | 0.0% | +11.1% | -11.1% | 0.0% |
| 3M | +0.3% | -0.3% | +0.6% | +0.3% |
| 6M | +1.2% | +15.9% | -14.6% | +1.2% |
| YTD | +2.5% | +41.6% | -39.2% | +2.5% |
| 1Y | +3.0% | +49.4% | -46.4% | +3.1% |
| 3Y | +13.2% | +157.8% | -144.7% | +13.2% |
| 5Y | +19.4% | +176.6% | -157.2% | +19.5% |
| 10Y | +25.2% | +375.4% | -350.2% | +25.2% |
| All | +25.3% | +339.9% | -314.6% | +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