+128.6%
BP vs USFD
+215.8%
-87.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | +3.9% | -3.0% | +6.9% | +4.5% |
| 30D | +7.6% | +3.5% | +4.1% | +6.9% |
| 3M | +0.7% | +26.6% | -25.9% | -3.9% |
| 6M | +15.5% | +11.7% | +3.8% | +12.7% |
| YTD | +30.8% | +38.1% | -7.3% | +20.9% |
| 1Y | +34.3% | +33.4% | +0.9% | +24.9% |
| 3Y | +35.1% | +155.8% | -120.8% | +5.7% |
| All | +128.6% | +215.8% | -87.3% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling