+479.4%
NBIS vs USFD
+74.4%
+405.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.2% | -10.1% | -10.0% |
| 7D | -10.5% | +1.7% | -12.2% | -10.8% |
| 30D | -37.7% | +10.2% | -47.9% | -39.5% |
| 3M | -54.6% | -1.5% | -53.1% | -54.4% |
| 6M | -44.1% | +27.3% | -71.4% | -51.7% |
| YTD | +38.4% | +44.0% | -5.5% | +1.4% |
| 1Y | +30.7% | +50.4% | -19.6% | -8.5% |
| All | +479.4% | +74.4% | +405.0% | +192.5% |
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