+138.2%
NI vs USFD
+329.0%
-190.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.6% |
| 7D | +2.0% | -3.0% | +5.0% | +2.6% |
| 30D | -3.5% | +3.5% | -7.1% | -4.3% |
| 3M | -9.1% | +26.6% | -35.7% | -13.4% |
| 6M | -11.8% | +11.7% | -23.5% | -14.1% |
| YTD | +1.1% | +38.1% | -37.0% | -5.8% |
| 1Y | +6.7% | +33.4% | -26.7% | 0.0% |
| 3Y | +71.1% | +155.8% | -84.7% | +39.8% |
| 5Y | +94.3% | +214.0% | -119.7% | +49.2% |
| 10Y | +135.8% | +320.4% | -184.6% | +64.9% |
| All | +138.2% | +329.0% | -190.8% | +66.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling