+367.0%
USFD vs BB
+31.7%
+335.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.5% |
| 7D | -0.2% | +7.3% | -7.5% | -1.2% |
| 30D | +12.3% | +11.2% | +1.1% | +10.2% |
| 3M | -0.7% | +4.7% | -5.4% | -2.1% |
| 6M | +31.3% | +51.1% | -19.9% | +20.3% |
| YTD | +45.7% | +148.0% | -102.3% | +22.5% |
| 1Y | +52.1% | +106.1% | -54.0% | +31.3% |
| 3Y | +158.2% | +158.2% | 0.0% | +103.4% |
| 5Y | +213.8% | -10.8% | +224.6% | +185.8% |
| 10Y | +367.0% | +29.3% | +337.7% | +183.3% |
| All | +367.0% | +31.7% | +335.4% | +183.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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