+334.6%
USFD vs BB
+27.7%
+306.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.9% |
| 7D | +1.3% | +9.0% | -7.7% | +0.1% |
| 30D | +10.6% | +7.7% | +2.9% | +9.0% |
| 3M | -2.4% | +4.0% | -6.4% | -3.8% |
| 6M | +28.9% | +46.6% | -17.7% | +18.7% |
| YTD | +43.7% | +140.6% | -96.9% | +21.4% |
| 1Y | +48.5% | +103.1% | -54.6% | +28.5% |
| 3Y | +154.7% | +150.5% | +4.2% | +101.8% |
| 5Y | +218.4% | -15.4% | +233.8% | +192.3% |
| 10Y | +360.6% | +25.4% | +335.2% | +178.7% |
| All | +334.6% | +27.7% | +306.8% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling