-74.9%
NKE vs USFD
+197.4%
-272.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.5% | +3.5% | +0.1% |
| 7D | -2.3% | -7.0% | +4.7% | +0.4% |
| 30D | -10.4% | -10.3% | -0.1% | -6.7% |
| 3M | -15.5% | +9.2% | -24.6% | -18.7% |
| 6M | -32.6% | +7.4% | -40.0% | -35.0% |
| YTD | -39.8% | +29.4% | -69.2% | -47.0% |
| 1Y | -47.6% | +24.8% | -72.4% | -53.3% |
| 3Y | -59.0% | +150.0% | -209.0% | -73.9% |
| 5Y | -74.9% | +195.5% | -270.4% | -85.4% |
| All | -74.9% | +197.4% | -272.3% | -85.4% |
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 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