+91.0%
BKNG vs USFD
+197.4%
-106.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -5.5% | +1.7% | -1.2% |
| 7D | -13.1% | -7.0% | -6.1% | -10.0% |
| 30D | -18.5% | -10.3% | -8.2% | -14.3% |
| 3M | +5.8% | +9.2% | -3.4% | +1.3% |
| 6M | -2.1% | +7.4% | -9.5% | -6.0% |
| YTD | -18.6% | +29.4% | -48.0% | -30.5% |
| 1Y | -21.7% | +24.8% | -46.5% | -32.0% |
| 3Y | +40.9% | +150.0% | -109.1% | -19.7% |
| 5Y | +91.0% | +195.5% | -104.5% | -4.7% |
| All | +91.0% | +197.4% | -106.4% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling