+281.9%
NEE vs USFD
+368.6%
-86.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.1% | -3.2% | -0.6% |
| 7D | +2.2% | +3.9% | -1.8% | +1.4% |
| 30D | +12.3% | +12.8% | -0.6% | +9.9% |
| 3M | +3.4% | +1.0% | +2.4% | +3.1% |
| 6M | -5.3% | +30.3% | -35.6% | -9.7% |
| YTD | +10.6% | +46.0% | -35.4% | +3.1% |
| 1Y | +6.5% | +49.6% | -43.2% | -1.2% |
| 3Y | +73.5% | +166.3% | -92.7% | +44.8% |
| 5Y | +17.0% | +208.4% | -191.4% | -6.5% |
| 10Y | +281.9% | +371.2% | -89.4% | +170.3% |
| All | +281.9% | +368.6% | -86.8% | +170.3% |
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