+61.0%
NEE vs USFD
+159.2%
-98.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | +3.9% | +3.0% | +0.9% | +3.3% |
| 30D | +12.8% | +11.1% | +1.8% | +10.9% |
| 3M | +3.6% | -0.3% | +3.8% | +3.4% |
| 6M | -7.5% | +15.9% | -23.4% | -9.9% |
| YTD | +10.7% | +41.6% | -31.0% | +4.3% |
| 1Y | +9.1% | +49.4% | -40.3% | +2.0% |
| 3Y | +61.0% | +157.8% | -96.8% | +29.6% |
| All | +61.0% | +159.2% | -98.2% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling