-10.5%
BX vs USFD
+49.7%
-60.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.1% | +0.7% | +3.3% |
| 7D | +3.3% | +3.9% | -0.7% | +2.5% |
| 30D | +9.6% | +12.8% | -3.3% | +8.0% |
| 3M | -8.7% | +1.0% | -9.6% | -9.6% |
| 6M | +2.2% | +30.3% | -28.0% | +0.4% |
| YTD | -16.2% | +46.0% | -62.2% | -18.2% |
| All | -10.5% | +49.7% | -60.2% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling