+317.7%
USFD vs BB
+7.8%
+309.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.0% | -5.6% | +2.6% | -2.2% |
| 30D | +3.5% | -11.8% | +15.3% | +5.2% |
| 3M | +26.6% | -25.5% | +52.1% | +30.4% |
| 6M | +11.7% | +121.3% | -109.6% | -3.9% |
| YTD | +38.1% | +103.2% | -65.0% | +20.3% |
| 1Y | +33.4% | +102.6% | -69.2% | +15.2% |
| 3Y | +155.8% | +37.5% | +118.3% | +123.9% |
| 5Y | +214.0% | -30.4% | +244.5% | +197.0% |
| 10Y | +320.4% | 0.0% | +320.4% | +163.6% |
| All | +317.7% | +7.8% | +309.8% | +161.1% |
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