+317.7%
USFD vs BIDU
-43.5%
+361.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.4% | -1.2% |
| 7D | -3.0% | +2.4% | -5.4% | -3.5% |
| 30D | +3.5% | -10.5% | +14.0% | +5.7% |
| 3M | +26.6% | -26.2% | +52.8% | +33.8% |
| 6M | +11.7% | -16.4% | +28.1% | +14.1% |
| YTD | +38.1% | -23.9% | +62.0% | +42.9% |
| 1Y | +33.4% | +1.3% | +32.1% | +27.3% |
| 3Y | +155.8% | -32.1% | +187.9% | +159.9% |
| 5Y | +214.0% | -39.0% | +253.0% | +204.1% |
| 10Y | +320.4% | -44.0% | +364.4% | +232.1% |
| All | +317.7% | -43.5% | +361.2% | +224.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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