+277.5%
NEE vs USFD
+339.9%
-62.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.8% |
| 3M | +3.6% | -0.3% | +3.8% | +3.5% |
| 6M | -7.5% | +15.9% | -23.4% | -10.0% |
| YTD | +10.7% | +41.6% | -31.0% | +3.8% |
| 1Y | +9.1% | +49.4% | -40.3% | +1.3% |
| 3Y | +61.0% | +157.8% | -96.8% | +35.2% |
| 5Y | +16.3% | +176.6% | -160.4% | -5.3% |
| 10Y | +264.6% | +375.4% | -110.8% | +162.5% |
| All | +277.5% | +339.9% | -62.4% | +169.8% |
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