+145.1%
NI vs USFD
+306.5%
-161.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.5% | +4.9% | +0.5% |
| 7D | +1.3% | -7.0% | +8.3% | +2.7% |
| 30D | -0.3% | -10.3% | +10.0% | +1.8% |
| 3M | -9.5% | +9.2% | -18.6% | -11.2% |
| 6M | -10.2% | +7.4% | -17.7% | -11.9% |
| YTD | +1.8% | +29.4% | -27.6% | -4.0% |
| 1Y | +5.7% | +24.8% | -19.2% | +0.3% |
| 3Y | +69.6% | +150.0% | -80.4% | +39.0% |
| 5Y | +95.8% | +195.5% | -99.7% | +51.7% |
| 10Y | +145.1% | +315.7% | -170.7% | +69.1% |
| All | +145.1% | +306.5% | -161.5% | +69.1% |
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 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