+406.5%
BNY vs USFD
+310.2%
+96.3%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.4% | +1.5% | +0.5% |
| 7D | -1.1% | -8.0% | +6.9% | +1.4% |
| 30D | +1.4% | -13.1% | +14.5% | +5.7% |
| 3M | +16.8% | +6.5% | +10.3% | +14.0% |
| 6M | +42.0% | +5.7% | +36.3% | +38.4% |
| YTD | +41.9% | +27.5% | +14.4% | +29.1% |
| 1Y | +59.2% | +23.4% | +35.8% | +46.0% |
| 3Y | +290.9% | +146.4% | +144.5% | +184.7% |
| 5Y | +259.0% | +196.8% | +62.3% | +141.5% |
| All | +406.5% | +310.2% | +96.3% | +199.8% |
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 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