+341.0%
USFD vs BNS
+208.4%
+132.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.5% |
| 7D | +8.4% | -1.1% | +9.5% | +9.4% |
| 30D | +12.7% | +4.7% | +8.0% | +8.7% |
| 3M | +1.1% | +5.5% | -4.4% | -3.9% |
| 6M | +30.2% | +21.7% | +8.5% | +9.2% |
| YTD | +45.8% | +29.5% | +16.4% | +15.0% |
| 1Y | +51.9% | +41.9% | +10.0% | +10.5% |
| 3Y | +158.5% | +148.5% | +10.0% | +11.3% |
| 5Y | +208.0% | +80.3% | +127.8% | +76.6% |
| 10Y | +376.6% | +184.7% | +191.9% | +84.7% |
| All | +341.0% | +208.4% | +132.6% | +69.6% |
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