+262.2%
NEE vs USFD
+329.0%
-66.8%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.4% | -0.7% |
| 7D | +1.9% | -3.0% | +5.0% | +2.5% |
| 30D | -2.2% | +3.5% | -5.7% | -2.8% |
| 3M | -1.2% | +26.6% | -27.7% | -5.2% |
| 6M | -8.6% | +11.7% | -20.3% | -10.5% |
| YTD | +6.2% | +38.1% | -31.9% | +0.1% |
| 1Y | +21.1% | +33.4% | -12.3% | +14.6% |
| 3Y | +36.4% | +155.8% | -119.4% | +14.7% |
| 5Y | +11.4% | +214.0% | -202.7% | -11.2% |
| 10Y | +250.0% | +320.4% | -70.4% | +154.2% |
| All | +262.2% | +329.0% | -66.8% | +160.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling