+49.2%
BP vs USFD
+167.5%
-118.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -2.9% | -0.1% |
| 7D | -6.9% | +3.9% | -10.8% | -7.1% |
| 30D | -3.6% | +12.8% | -16.4% | -4.5% |
| 3M | +8.4% | +1.0% | +7.5% | +8.5% |
| 6M | +5.3% | +30.3% | -24.9% | +2.4% |
| YTD | +33.2% | +46.0% | -12.8% | +24.8% |
| 1Y | +28.2% | +49.6% | -21.4% | +19.3% |
| 3Y | +49.2% | +166.3% | -117.0% | +13.7% |
| All | +49.2% | +167.5% | -118.3% | +13.7% |
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