+711.4%
BX vs USFD
+329.0%
+382.4%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.0% |
| 7D | -4.4% | -3.0% | -1.4% | -3.3% |
| 30D | +0.1% | +3.5% | -3.4% | -1.4% |
| 3M | +16.0% | +26.6% | -10.6% | +5.5% |
| 6M | +21.6% | +11.7% | +9.9% | +15.6% |
| YTD | -8.9% | +38.1% | -47.0% | -21.0% |
| 1Y | -16.6% | +33.4% | -50.0% | -26.9% |
| 3Y | +43.3% | +155.8% | -112.5% | -1.8% |
| 5Y | +25.7% | +214.0% | -188.3% | -19.8% |
| 10Y | +689.5% | +320.4% | +369.1% | +346.2% |
| All | +711.4% | +329.0% | +382.4% | +361.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling