+214.3%
USFD vs BB
-17.6%
+231.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.5% |
| 7D | +1.7% | +1.8% | -0.2% | +1.4% |
| 30D | +10.2% | +8.1% | +2.0% | +8.7% |
| 3M | -1.5% | -1.0% | -0.5% | -2.0% |
| 6M | +27.3% | +45.9% | -18.6% | +17.9% |
| YTD | +44.0% | +134.8% | -90.8% | +22.8% |
| 1Y | +50.4% | +104.6% | -54.2% | +30.8% |
| 3Y | +153.6% | +152.8% | +0.7% | +99.9% |
| All | +214.3% | -17.6% | +231.8% | +259.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling