+336.1%
BLK vs USFD
+347.2%
-11.2%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +3.7% | +1.7% | +2.1% | +3.2% |
| 30D | +13.9% | +10.2% | +3.7% | +10.5% |
| 3M | +3.9% | -1.5% | +5.4% | +4.2% |
| 6M | +13.0% | +27.3% | -14.4% | +4.0% |
| YTD | +16.1% | +44.0% | -27.9% | +1.8% |
| 1Y | +16.8% | +50.4% | -33.6% | +0.8% |
| 3Y | +97.7% | +153.6% | -55.9% | +44.0% |
| 5Y | +42.1% | +219.0% | -176.9% | -4.6% |
| 10Y | +321.3% | +361.5% | -40.2% | +148.4% |
| All | +336.1% | +347.2% | -11.2% | +156.8% |
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