+328.2%
USFD vs BIDU
-53.5%
+381.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.0% | -3.2% | -0.8% |
| 7D | +3.0% | +7.2% | -4.2% | +1.5% |
| 30D | +11.1% | -4.0% | +15.1% | +12.0% |
| 3M | -0.3% | -25.1% | +24.8% | +5.5% |
| 6M | +15.9% | -41.8% | +57.6% | +28.3% |
| YTD | +41.6% | -37.3% | +79.0% | +52.4% |
| 1Y | +49.4% | -35.6% | +85.0% | +59.2% |
| 3Y | +157.8% | -24.5% | +182.3% | +151.9% |
| 5Y | +176.6% | -48.3% | +224.9% | +177.1% |
| 10Y | +375.4% | -51.2% | +426.5% | +287.8% |
| All | +328.2% | -53.5% | +381.8% | +245.6% |
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