+103.1%
NI vs USFD
+156.3%
-53.2%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +4.3% | +1.7% | +2.6% | +4.0% |
| 30D | +12.4% | +10.2% | +2.2% | +10.2% |
| 3M | +10.2% | -1.5% | +11.7% | +10.3% |
| 6M | -0.8% | +27.3% | -28.2% | -5.9% |
| YTD | +13.2% | +44.0% | -30.8% | +3.7% |
| 1Y | +10.1% | +50.4% | -40.3% | -0.3% |
| 3Y | +103.1% | +153.6% | -50.5% | +55.1% |
| All | +103.1% | +156.3% | -53.2% | +55.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling