+409.0%
BNY vs USFD
+329.0%
+79.9%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-07.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +1.4% | -3.0% | +4.5% | +2.4% |
| 30D | +3.8% | +3.5% | +0.3% | +2.6% |
| 3M | +14.9% | +26.6% | -11.7% | +6.4% |
| 6M | +40.3% | +11.7% | +28.6% | +34.7% |
| YTD | +43.9% | +38.1% | +5.7% | +27.9% |
| 1Y | +59.0% | +33.4% | +25.6% | +42.7% |
| 3Y | +290.7% | +155.8% | +134.9% | +182.6% |
| 5Y | +250.4% | +214.0% | +36.3% | +132.7% |
| 10Y | +411.2% | +320.4% | +90.8% | +199.5% |
| All | +409.0% | +329.0% | +79.9% | +198.6% |
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 1990-01-01 to 2026-09-07: 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…
1990-01-01 to 2026-09-07 analysis · Full analysis span regression · 6 months rolling