-58.2%
NKE vs USFD
+162.9%
-221.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -0.1% | -3.3% | +3.3% | +0.8% |
| 30D | -7.7% | -5.3% | -2.3% | -6.5% |
| 3M | -10.9% | +18.8% | -29.7% | -14.9% |
| 6M | -31.9% | +14.3% | -46.1% | -34.4% |
| YTD | -38.6% | +36.9% | -75.5% | -44.7% |
| 1Y | -46.9% | +31.7% | -78.6% | -51.6% |
| 3Y | -58.2% | +164.5% | -222.6% | -67.7% |
| All | -58.2% | +162.9% | -221.1% | -67.7% |
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 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