+15.5%
BND vs USFD
+322.5%
-307.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | +0.1% | -3.3% | +3.5% | +0.2% |
| 30D | -0.4% | -5.3% | +5.0% | -0.3% |
| 3M | -0.2% | +18.8% | -19.0% | -0.6% |
| 6M | -1.2% | +14.3% | -15.4% | -1.4% |
| YTD | -0.3% | +36.9% | -37.2% | -0.9% |
| 1Y | +0.4% | +31.7% | -31.3% | -0.2% |
| 3Y | +13.4% | +164.5% | -151.1% | +11.3% |
| 5Y | -1.5% | +212.6% | -214.1% | -3.9% |
| 10Y | +15.5% | +329.7% | -314.3% | +11.1% |
| All | +15.5% | +322.5% | -307.0% | +11.1% |
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