+26.3%
BP vs USFD
+49.6%
-23.3%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -6.3% | +8.4% | -14.7% | -5.3% |
| 30D | -3.6% | +12.7% | -16.4% | -2.1% |
| 3M | +5.2% | +1.1% | +4.1% | +5.9% |
| 6M | +5.3% | +30.2% | -24.8% | +9.1% |
| YTD | +33.1% | +45.8% | -12.7% | +35.3% |
| 1Y | +26.3% | +51.9% | -25.7% | +28.6% |
| All | +26.3% | +49.6% | -23.3% | +28.6% |
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