-11.7%
NKE vs USFD
+365.4%
-377.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -5.4% | -0.2% | -5.2% | -5.3% |
| 30D | +8.4% | +12.3% | -3.9% | +4.9% |
| 3M | -6.3% | -0.7% | -5.6% | -6.2% |
| 6M | -7.8% | +31.3% | -39.1% | -15.0% |
| YTD | -38.3% | +45.7% | -84.0% | -45.3% |
| 1Y | -37.3% | +52.1% | -89.5% | -45.2% |
| 3Y | -61.3% | +158.2% | -219.5% | -71.2% |
| 5Y | -74.8% | +213.8% | -288.6% | -82.5% |
| All | -11.7% | +365.4% | -377.2% | -47.4% |
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