+8.5%
NI vs USFD
+49.6%
-41.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.5% | -7.0% | +0.2% |
| 7D | +3.9% | +7.8% | -3.9% | +2.7% |
| 30D | +15.3% | +16.2% | -0.9% | +12.7% |
| 3M | +2.4% | +11.0% | -8.6% | +0.5% |
| 6M | -4.5% | +20.7% | -25.3% | -7.5% |
| YTD | +11.4% | +46.0% | -34.6% | +3.4% |
| 1Y | +8.5% | +49.8% | -41.3% | -0.1% |
| All | +8.5% | +49.6% | -41.1% | -0.1% |
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