+17.3%
BND vs USFD
+353.0%
-335.7%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -0.1% | +8.4% | -8.5% | -0.3% |
| 30D | +1.3% | +12.7% | -11.5% | +1.1% |
| 3M | -0.7% | +1.1% | -1.8% | -0.8% |
| 6M | -1.6% | +30.2% | -31.8% | -2.1% |
| YTD | -1.0% | +45.8% | -46.9% | -1.8% |
| 1Y | -0.7% | +51.9% | -52.6% | -1.5% |
| 3Y | +14.1% | +158.5% | -144.4% | +12.0% |
| 5Y | -1.5% | +208.0% | -209.6% | -3.9% |
| 10Y | +17.3% | +376.6% | -359.3% | +12.7% |
| All | +17.3% | +353.0% | -335.7% | +12.8% |
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