+328.2%
USFD vs BB
+22.4%
+305.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.4% | -4.6% | -0.8% |
| 7D | +3.0% | +3.8% | -0.8% | +2.4% |
| 30D | +11.1% | -0.3% | +11.4% | +10.7% |
| 3M | -0.3% | -0.5% | +0.2% | -1.0% |
| 6M | +15.9% | +45.9% | -30.0% | +6.6% |
| YTD | +41.6% | +130.6% | -89.0% | +20.4% |
| 1Y | +49.4% | +89.2% | -39.8% | +30.6% |
| 3Y | +157.8% | +137.5% | +20.3% | +105.9% |
| 5Y | +176.6% | -20.9% | +197.5% | +156.4% |
| 10Y | +375.4% | +25.4% | +350.0% | +188.3% |
| All | +328.2% | +22.4% | +305.8% | +161.2% |
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