-24.0%
NKE vs USFD
+307.1%
-331.1%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -4.2% | -8.4% | +4.2% | -1.8% |
| 30D | -8.2% | -14.1% | +5.9% | -4.2% |
| 3M | -19.1% | +4.5% | -23.6% | -20.3% |
| 6M | -32.6% | +4.4% | -37.0% | -33.8% |
| YTD | -40.7% | +26.6% | -67.3% | -45.3% |
| 1Y | -48.9% | +19.4% | -68.2% | -52.1% |
| 3Y | -59.2% | +144.6% | -203.8% | -69.2% |
| 5Y | -75.3% | +194.5% | -269.9% | -82.5% |
| All | -24.0% | +307.1% | -331.1% | -54.2% |
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