+72.7%
NEM vs USFD
+34.2%
+38.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.8% |
| 7D | +0.3% | -3.0% | +3.3% | +0.6% |
| 30D | +23.1% | +3.5% | +19.5% | +22.8% |
| 3M | +18.5% | +26.6% | -8.1% | +15.3% |
| 6M | +7.8% | +11.7% | -3.9% | +7.0% |
| YTD | +29.1% | +38.1% | -9.0% | +20.5% |
| 1Y | +72.7% | +33.4% | +39.3% | +57.0% |
| All | +72.7% | +34.2% | +38.4% | +57.0% |
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