+673.5%
NBIS vs USFD
+76.4%
+597.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.4% | -0.1% | +15.5% | +15.5% |
| 7D | +9.3% | -0.2% | +9.5% | +9.5% |
| 30D | -26.4% | +12.3% | -38.7% | -28.9% |
| 3M | -19.9% | -0.7% | -19.2% | -19.8% |
| 6M | -16.9% | +31.3% | -48.1% | -29.3% |
| YTD | +84.8% | +45.7% | +39.1% | +34.8% |
| 1Y | +51.3% | +52.1% | -0.8% | +5.5% |
| All | +673.5% | +76.4% | +597.0% | +288.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling