+245.4%
NEE vs USFD
+322.5%
-77.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.6% |
| 7D | +1.1% | -3.3% | +4.4% | +1.7% |
| 30D | -0.2% | -5.3% | +5.1% | +0.7% |
| 3M | +0.5% | +18.8% | -18.2% | -2.5% |
| 6M | -6.5% | +14.3% | -20.8% | -8.9% |
| YTD | +6.7% | +36.9% | -30.2% | +0.6% |
| 1Y | +23.6% | +31.7% | -8.1% | +17.2% |
| 3Y | +37.1% | +164.5% | -127.3% | +14.4% |
| 5Y | +10.9% | +212.6% | -201.7% | -11.7% |
| 10Y | +245.4% | +329.7% | -84.4% | +145.3% |
| All | +245.4% | +322.5% | -77.1% | +145.3% |
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