+333.8%
BLK vs USFD
+346.4%
-12.6%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | +3.9% | +1.3% | +2.6% | +3.5% |
| 30D | +14.1% | +10.6% | +3.6% | +10.6% |
| 3M | +5.3% | -2.4% | +7.8% | +6.0% |
| 6M | +12.6% | +28.9% | -16.4% | +3.2% |
| YTD | +15.5% | +43.7% | -28.2% | +1.3% |
| 1Y | +13.6% | +48.5% | -34.9% | -1.6% |
| 3Y | +95.6% | +154.7% | -59.1% | +42.3% |
| 5Y | +41.4% | +218.4% | -177.0% | -5.0% |
| 10Y | +319.1% | +360.6% | -41.5% | +147.2% |
| All | +333.8% | +346.4% | -12.6% | +155.6% |
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 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