+70.5%
USFD vs BIYA
-99.9%
+170.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.9% | -5.0% | -0.1% |
| 7D | +8.4% | -4.1% | +12.4% | +8.4% |
| 30D | +12.7% | -35.5% | +48.3% | +12.9% |
| 3M | +1.1% | -56.3% | +57.4% | +1.3% |
| 6M | +30.2% | -88.7% | +118.8% | +30.5% |
| YTD | +45.8% | -97.0% | +142.8% | +47.7% |
| 1Y | +51.9% | -98.7% | +150.6% | +54.7% |
| All | +70.5% | -99.9% | +170.4% | +79.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling