+127.7%
BP vs USFD
+368.6%
-240.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -2.9% | -0.9% |
| 7D | -6.9% | +3.9% | -10.8% | -8.3% |
| 30D | -3.6% | +12.8% | -16.4% | -7.8% |
| 3M | +8.4% | +1.0% | +7.5% | +7.4% |
| 6M | +5.3% | +30.3% | -24.9% | -4.7% |
| YTD | +33.2% | +46.0% | -12.8% | +14.2% |
| 1Y | +28.2% | +49.6% | -21.4% | +8.7% |
| 3Y | +49.2% | +166.3% | -117.0% | +0.9% |
| 5Y | +102.9% | +208.4% | -105.5% | +25.0% |
| 10Y | +127.7% | +371.2% | -243.6% | +20.5% |
| All | +127.7% | +368.6% | -240.9% | +20.5% |
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