+291.2%
NEE vs USFD
+375.5%
-84.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | +9.5% | +12.3% | -2.8% | +7.3% |
| 3M | +1.0% | -0.7% | +1.7% | +1.0% |
| 6M | -8.0% | +31.3% | -39.2% | -12.4% |
| YTD | +9.4% | +45.7% | -36.3% | +2.1% |
| 1Y | +3.1% | +52.1% | -49.0% | -4.5% |
| 3Y | +70.5% | +158.2% | -87.8% | +43.0% |
| 5Y | +15.2% | +213.8% | -198.5% | -8.2% |
| 10Y | +291.2% | +367.0% | -75.8% | +179.1% |
| All | +291.2% | +375.5% | -84.3% | +179.1% |
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