+209.9%
BKNG vs USFD
+310.2%
-100.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +1.1% |
| 7D | -10.7% | -8.0% | -2.7% | -7.7% |
| 30D | -18.1% | -13.1% | -5.0% | -13.5% |
| 3M | +8.5% | +6.5% | +2.0% | +5.7% |
| 6M | -0.1% | +5.7% | -5.8% | -2.8% |
| YTD | -18.2% | +27.5% | -45.8% | -27.2% |
| 1Y | -19.9% | +23.4% | -43.3% | -27.9% |
| 3Y | +41.6% | +146.4% | -104.8% | -4.9% |
| 5Y | +93.1% | +196.8% | -103.6% | +19.3% |
| All | +209.9% | +310.2% | -100.3% | +60.6% |
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