+102.3%
BN vs USFD
+163.9%
-61.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.3% | -1.3% |
| 7D | +4.3% | +8.4% | -4.1% | +0.5% |
| 30D | +14.3% | +12.7% | +1.5% | +8.2% |
| 3M | -4.1% | +1.1% | -5.2% | -4.8% |
| 6M | -9.7% | +30.2% | -39.8% | -21.3% |
| YTD | -7.1% | +45.8% | -53.0% | -26.7% |
| 1Y | -7.4% | +51.9% | -59.4% | -29.1% |
| 3Y | +102.3% | +158.5% | -56.1% | +19.7% |
| All | +102.3% | +163.9% | -61.5% | +19.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling