+289.5%
BNY vs USFD
+149.2%
+140.3%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.5% | +5.3% | +1.0% |
| 7D | +0.3% | -7.0% | +7.3% | +1.8% |
| 30D | +1.9% | -10.3% | +12.2% | +4.3% |
| 3M | +13.9% | +9.2% | +4.7% | +10.9% |
| 6M | +42.3% | +7.4% | +34.9% | +38.9% |
| YTD | +41.8% | +29.4% | +12.5% | +28.1% |
| 1Y | +57.9% | +24.8% | +33.1% | +44.4% |
| All | +289.5% | +149.2% | +140.3% | +172.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling