+135.7%
BP vs USFD
+375.5%
-239.8%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | -0.8% | -0.2% | -0.6% | -0.7% |
| 30D | -3.1% | +12.3% | -15.5% | -7.2% |
| 3M | +6.2% | -0.7% | +6.9% | +5.7% |
| 6M | +4.8% | +31.3% | -26.5% | -5.5% |
| YTD | +35.2% | +45.7% | -10.6% | +15.9% |
| 1Y | +27.4% | +52.1% | -24.7% | +7.4% |
| 3Y | +49.8% | +158.2% | -108.5% | +2.3% |
| 5Y | +109.4% | +213.8% | -104.4% | +28.0% |
| 10Y | +135.7% | +367.0% | -231.3% | +23.3% |
| All | +135.7% | +375.5% | -239.8% | +23.3% |
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 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