+32.6%
NET vs USFD
+200.1%
-167.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +8.5% | -11.0% | -8.1% |
| 7D | -16.4% | +7.8% | -24.2% | -21.1% |
| 30D | -25.8% | +16.2% | -42.0% | -33.9% |
| 3M | -11.5% | +11.0% | -22.5% | -19.9% |
| 6M | +18.9% | +20.7% | -1.8% | 0.0% |
| YTD | +35.2% | +46.0% | -10.7% | -7.4% |
| 1Y | +14.5% | +49.8% | -35.3% | -23.8% |
| 3Y | +313.8% | +167.3% | +146.5% | +53.7% |
| 5Y | +32.6% | +197.2% | -164.6% | -58.4% |
| All | +32.6% | +200.1% | -167.5% | -58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling