+37.7%
NEE vs USFD
+165.3%
-127.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | +1.9% | -3.0% | +5.0% | +2.4% |
| 30D | -2.2% | +3.5% | -5.7% | -2.8% |
| 3M | -1.2% | +26.6% | -27.7% | -5.0% |
| 6M | -8.6% | +11.7% | -20.3% | -10.3% |
| YTD | +6.2% | +38.1% | -31.9% | +0.4% |
| 1Y | +21.1% | +33.4% | -12.3% | +15.0% |
| All | +37.7% | +165.3% | -127.7% | +9.9% |
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