+51.1%
NEM vs USFD
+49.6%
+1.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.9% | +8.5% | +1.4% | +8.2% |
| 7D | +3.7% | +7.8% | -4.2% | +2.1% |
| 30D | +2.0% | +16.2% | -14.2% | -0.4% |
| 3M | +21.1% | +11.0% | +10.1% | +19.0% |
| 6M | +9.5% | +20.7% | -11.2% | +6.8% |
| YTD | +19.1% | +46.0% | -26.9% | +7.8% |
| 1Y | +51.1% | +49.8% | +1.3% | +35.5% |
| All | +51.1% | +49.6% | +1.5% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling