+189.0%
NI vs USFD
+369.2%
-180.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +1.5% | +8.4% | -6.9% | -0.2% |
| 30D | +11.9% | +12.7% | -0.9% | +9.2% |
| 3M | +9.1% | +1.1% | +8.0% | +8.7% |
| 6M | -1.8% | +30.2% | -31.9% | -7.1% |
| YTD | +11.4% | +45.8% | -34.5% | +2.5% |
| 1Y | +6.4% | +51.9% | -45.6% | -3.0% |
| 3Y | +98.2% | +158.5% | -60.2% | +61.4% |
| 5Y | +110.1% | +208.0% | -98.0% | +61.8% |
| 10Y | +189.0% | +376.6% | -187.6% | +99.8% |
| All | +189.0% | +369.2% | -180.3% | +99.8% |
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 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