+61.5%
USFD vs BIYA
-99.8%
+161.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.3% |
| 7D | -3.0% | +1.3% | -4.4% | -3.0% |
| 30D | +3.5% | -21.0% | +24.5% | +3.6% |
| 3M | +26.6% | -74.3% | +100.9% | +26.7% |
| 6M | +11.7% | -84.6% | +96.3% | +12.0% |
| YTD | +38.1% | -94.2% | +132.3% | +39.8% |
| 1Y | +33.4% | -98.2% | +131.6% | +36.8% |
| All | +61.5% | -99.8% | +161.3% | +69.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling