+106.2%
BP vs USFD
+208.7%
-102.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -6.3% | +8.4% | -14.7% | -7.6% |
| 30D | -3.6% | +12.7% | -16.4% | -5.7% |
| 3M | +5.2% | +1.1% | +4.1% | +4.9% |
| 6M | +5.3% | +30.2% | -24.8% | -0.1% |
| YTD | +33.1% | +45.8% | -12.7% | +21.7% |
| 1Y | +26.3% | +51.9% | -25.7% | +14.2% |
| 3Y | +47.5% | +158.5% | -111.0% | +15.5% |
| 5Y | +106.2% | +208.0% | -101.9% | +51.9% |
| All | +106.2% | +208.7% | -102.6% | +51.9% |
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 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