+68.4%
USFD vs BIYA
-99.9%
+168.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.7% | +9.0% | -7.3% | +1.6% |
| 30D | +10.2% | -12.9% | +23.1% | +10.2% |
| 3M | -1.5% | -54.7% | +53.2% | -1.3% |
| 6M | +27.3% | -85.1% | +112.4% | +27.5% |
| YTD | +44.0% | -96.9% | +140.9% | +45.8% |
| 1Y | +50.4% | -98.5% | +148.9% | +53.0% |
| All | +68.4% | -99.9% | +168.2% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling