+710.1%
BX vs USFD
+368.6%
+341.5%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +2.6% |
| 7D | +3.3% | +3.9% | -0.7% | +1.8% |
| 30D | +9.6% | +12.8% | -3.3% | +4.7% |
| 3M | -8.7% | +1.0% | -9.6% | -9.1% |
| 6M | +2.2% | +30.3% | -28.0% | -8.3% |
| YTD | -16.2% | +46.0% | -62.2% | -29.0% |
| 1Y | -11.5% | +49.6% | -61.1% | -25.9% |
| 3Y | +41.0% | +166.3% | -125.3% | -5.0% |
| 5Y | +1.1% | +208.4% | -207.3% | -35.4% |
| 10Y | +710.1% | +371.2% | +338.9% | +348.8% |
| All | +710.1% | +368.6% | +341.5% | +348.8% |
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