+408.5%
BNY vs USFD
+329.0%
+79.5%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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 | +43.8% | +38.1% | +5.6% | +27.8% |
| 1Y | +58.9% | +33.4% | +25.5% | +42.5% |
| 3Y | +290.4% | +155.8% | +134.6% | +182.3% |
| 5Y | +250.1% | +214.0% | +36.0% | +132.5% |
| 10Y | +410.7% | +320.4% | +90.4% | +199.2% |
| All | +408.5% | +329.0% | +79.5% | +198.3% |
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