+69.3%
NEM vs USFD
+32.2%
+37.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | +3.9% | -3.3% | +7.2% | +4.2% |
| 30D | +12.7% | -5.3% | +18.0% | +13.4% |
| 3M | +28.7% | +18.8% | +9.9% | +26.2% |
| 6M | +9.8% | +14.3% | -4.5% | +8.8% |
| YTD | +28.1% | +36.9% | -8.8% | +19.6% |
| 1Y | +69.3% | +31.7% | +37.6% | +54.0% |
| All | +69.3% | +32.2% | +37.2% | +54.0% |
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