+371.2%
USFD vs BB
+33.0%
+338.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +5.5% | -2.4% | +2.3% |
| 7D | +3.9% | +15.0% | -11.0% | +1.9% |
| 30D | +12.8% | +3.5% | +9.4% | +11.8% |
| 3M | +1.0% | +2.7% | -1.7% | -0.2% |
| 6M | +30.3% | +44.7% | -14.5% | +20.1% |
| YTD | +46.0% | +143.3% | -97.3% | +23.0% |
| 1Y | +49.6% | +102.2% | -52.6% | +29.5% |
| 3Y | +166.3% | +156.1% | +10.2% | +109.9% |
| 5Y | +208.4% | -17.6% | +226.0% | +184.2% |
| 10Y | +371.2% | +29.0% | +342.3% | +185.0% |
| All | +371.2% | +33.0% | +338.2% | +185.0% |
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