+253.8%
NEM vs USFD
+165.3%
+88.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | +0.3% | -3.0% | +3.3% | +0.9% |
| 30D | +23.1% | +3.5% | +19.5% | +22.3% |
| 3M | +18.5% | +26.6% | -8.1% | +13.0% |
| 6M | +7.8% | +11.7% | -3.9% | +5.5% |
| YTD | +29.1% | +38.1% | -9.0% | +19.5% |
| 1Y | +72.7% | +33.4% | +39.3% | +60.7% |
| All | +253.8% | +165.3% | +88.4% | +172.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling