+30.7%
BP vs USFD
+46.1%
-15.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -11.6% | +3.0% | -14.6% | -11.1% |
| 30D | 0.0% | +11.1% | -11.0% | +1.3% |
| 3M | +6.7% | -0.3% | +7.0% | +7.2% |
| 6M | +2.2% | +15.9% | -13.7% | +4.6% |
| YTD | +33.0% | +41.6% | -8.6% | +34.2% |
| 1Y | +30.7% | +49.4% | -18.7% | +31.9% |
| All | +30.7% | +46.1% | -15.4% | +31.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling