+302.3%
BN vs USFD
+375.5%
-73.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.7% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | +13.5% | +12.3% | +1.2% | +8.6% |
| 3M | -5.9% | -0.7% | -5.2% | -5.8% |
| 6M | -8.9% | +31.3% | -40.2% | -18.6% |
| YTD | -7.9% | +45.7% | -53.6% | -21.8% |
| 1Y | -8.3% | +52.1% | -60.4% | -23.5% |
| 3Y | +100.8% | +158.2% | -57.5% | +37.1% |
| 5Y | +38.2% | +213.8% | -175.5% | -13.4% |
| 10Y | +302.3% | +367.0% | -64.7% | +110.9% |
| All | +302.3% | +375.5% | -73.2% | +110.9% |
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