+647.0%
BX vs USFD
+365.4%
+281.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -2.8% | -0.2% | -2.7% | -2.7% |
| 30D | +7.3% | +12.3% | -5.0% | +2.7% |
| 3M | -16.3% | -0.7% | -15.6% | -16.2% |
| 6M | +2.5% | +31.3% | -28.8% | -8.3% |
| YTD | -17.6% | +45.7% | -63.3% | -30.1% |
| 1Y | -12.4% | +52.1% | -64.5% | -27.1% |
| 3Y | +36.2% | +158.2% | -122.1% | -7.2% |
| 5Y | +3.0% | +213.8% | -210.8% | -34.5% |
| All | +647.0% | +365.4% | +281.5% | +312.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling