+248.8%
NBIS vs USFD
+34.2%
+214.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -0.4% | +7.8% | +7.4% |
| 7D | +8.2% | -3.0% | +11.2% | +7.5% |
| 30D | +3.4% | +3.5% | -0.2% | +4.7% |
| 3M | -12.8% | +26.6% | -39.4% | -14.3% |
| 6M | +131.5% | +11.7% | +119.8% | +134.3% |
| YTD | +170.5% | +38.1% | +132.3% | +148.9% |
| 1Y | +248.8% | +33.4% | +215.4% | +201.2% |
| All | +248.8% | +34.2% | +214.5% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 1y: compounded portfolio wealth divided by compounded USFD 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…
1y analysis · Full analysis span regression · 6 months rolling