+65.6%
USFD vs BIYA
-99.9%
+165.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | +3.0% | -10.5% | +13.4% | +3.0% |
| 30D | +11.1% | -51.7% | +62.8% | +11.3% |
| 3M | -0.3% | -60.8% | +60.5% | -0.1% |
| 6M | +15.9% | -90.6% | +106.5% | +16.3% |
| YTD | +41.6% | -97.1% | +138.8% | +43.5% |
| 1Y | +49.4% | -99.1% | +148.5% | +52.4% |
| All | +65.6% | -99.9% | +165.5% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling