+106.7%
NI vs USFD
+188.3%
-81.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | -0.9% | +3.0% | -3.9% | -1.6% |
| 30D | +9.6% | +11.1% | -1.4% | +7.3% |
| 3M | +2.5% | -0.3% | +2.7% | +2.3% |
| 6M | -5.8% | +15.9% | -21.7% | -8.9% |
| YTD | +8.6% | +41.6% | -33.1% | +0.2% |
| 1Y | +6.0% | +49.4% | -43.4% | -3.4% |
| 3Y | +91.0% | +157.8% | -66.8% | +54.4% |
| All | +106.7% | +188.3% | -81.6% | +58.9% |
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