+1,449.6%
NET vs USFD
+144.8%
+1,304.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -7.0% | -3.0% | -4.0% | -6.3% |
| 30D | -4.8% | +3.5% | -8.3% | -5.8% |
| 3M | +3.8% | +26.6% | -22.7% | -2.8% |
| 6M | +50.0% | +11.7% | +38.3% | +44.7% |
| YTD | +41.5% | +38.1% | +3.3% | +27.8% |
| 1Y | +32.8% | +33.4% | -0.6% | +20.9% |
| 3Y | +335.9% | +155.8% | +180.1% | +236.9% |
| 5Y | +113.8% | +214.0% | -100.2% | +59.5% |
| All | +1,449.6% | +144.8% | +1,304.8% | +1,306.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling