+44.2%
BP vs USFD
+159.2%
-115.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -11.6% | +3.0% | -14.6% | -11.8% |
| 30D | 0.0% | +11.1% | -11.0% | -0.9% |
| 3M | +6.7% | -0.3% | +7.0% | +6.9% |
| 6M | +2.2% | +15.9% | -13.7% | +0.6% |
| YTD | +33.0% | +41.6% | -8.6% | +24.8% |
| 1Y | +30.7% | +49.4% | -18.7% | +21.0% |
| 3Y | +44.2% | +157.8% | -113.7% | +9.1% |
| All | +44.2% | +159.2% | -115.0% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling