+38.3%
BN vs USFD
+215.8%
-177.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -2.5% | -3.0% | +0.5% | -1.0% |
| 30D | -9.5% | +3.5% | -13.0% | -11.3% |
| 3M | -10.4% | +26.6% | -37.0% | -21.3% |
| 6M | -6.4% | +11.7% | -18.1% | -12.7% |
| YTD | -11.9% | +38.1% | -50.0% | -27.8% |
| 1Y | -8.6% | +33.4% | -42.0% | -23.9% |
| 3Y | +77.6% | +155.8% | -78.3% | +3.5% |
| All | +38.3% | +215.8% | -177.6% | -30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling