+317.7%
USFD vs BNS
+209.6%
+108.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | +0.6% |
| 7D | -3.0% | +1.5% | -4.6% | -4.3% |
| 30D | +3.5% | +6.0% | -2.4% | -1.8% |
| 3M | +26.6% | +16.3% | +10.2% | +10.5% |
| 6M | +11.7% | +28.8% | -17.1% | -10.9% |
| YTD | +38.1% | +30.0% | +8.2% | +8.7% |
| 1Y | +33.4% | +50.7% | -17.3% | -8.0% |
| 3Y | +155.8% | +125.4% | +30.4% | +20.2% |
| 5Y | +214.0% | +94.2% | +119.8% | +67.5% |
| 10Y | +320.4% | +182.8% | +137.5% | +62.7% |
| All | +317.7% | +209.6% | +108.0% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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