+298.1%
BLK vs USFD
+329.0%
-30.9%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | -0.2% |
| 7D | -3.6% | -3.0% | -0.6% | -2.7% |
| 30D | -1.0% | +3.5% | -4.5% | -2.2% |
| 3M | +10.4% | +26.6% | -16.2% | +2.0% |
| 6M | +8.2% | +11.7% | -3.5% | +3.8% |
| YTD | +6.0% | +38.1% | -32.1% | -5.7% |
| 1Y | +3.3% | +33.4% | -30.0% | -7.2% |
| 3Y | +70.3% | +155.8% | -85.6% | +23.7% |
| 5Y | +34.5% | +214.0% | -179.5% | -9.4% |
| 10Y | +281.9% | +320.4% | -38.4% | +128.0% |
| All | +298.1% | +329.0% | -30.9% | +137.8% |
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