+275.1%
BLK vs USFD
+307.1%
-32.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.9% |
| 7D | -3.3% | -8.4% | +5.1% | -0.6% |
| 30D | -6.5% | -14.1% | +7.5% | -2.0% |
| 3M | +6.7% | +4.5% | +2.2% | +4.8% |
| 6M | +14.7% | +4.4% | +10.4% | +12.3% |
| YTD | +2.5% | +26.6% | -24.1% | -6.4% |
| 1Y | -2.8% | +19.4% | -22.1% | -9.7% |
| 3Y | +65.9% | +144.6% | -78.7% | +21.9% |
| 5Y | +33.0% | +194.5% | -161.6% | -8.8% |
| All | +275.1% | +307.1% | -32.0% | +127.9% |
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