+49.8%
USFD vs BIYA
-98.4%
+148.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -3.3% | +11.7% | +8.4% |
| 7D | +7.8% | -4.0% | +11.9% | +7.8% |
| 30D | +16.2% | -15.0% | +31.2% | +16.2% |
| 3M | +11.0% | -58.1% | +69.1% | +10.9% |
| 6M | +20.7% | -90.0% | +110.7% | +20.9% |
| YTD | +46.0% | -96.9% | +142.9% | +47.5% |
| 1Y | +49.8% | -98.2% | +148.0% | +50.4% |
| All | +49.8% | -98.4% | +148.2% | +50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 1y: compounded portfolio wealth divided by compounded BIYA 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…
1y analysis · Full analysis span regression · 6 months rolling