+221.8%
BKNG vs USFD
+347.2%
-125.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -0.7% | +1.7% | -2.3% | -1.3% |
| 30D | -0.7% | +10.2% | -10.8% | -4.3% |
| 3M | -25.0% | -1.5% | -23.5% | -24.6% |
| 6M | +3.4% | +27.3% | -23.9% | -6.2% |
| YTD | -25.0% | +44.0% | -69.0% | -36.3% |
| 1Y | -20.7% | +50.4% | -71.0% | -33.9% |
| 3Y | +30.9% | +153.6% | -122.6% | -12.5% |
| 5Y | +66.6% | +219.0% | -152.4% | +0.5% |
| 10Y | +165.1% | +361.5% | -196.4% | +38.9% |
| All | +221.8% | +347.2% | -125.4% | +67.4% |
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