-74.8%
NKE vs USFD
+208.7%
-283.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | +0.5% | +8.4% | -7.9% | -2.7% |
| 30D | +11.4% | +12.7% | -1.3% | +6.2% |
| 3M | -7.2% | +1.1% | -8.3% | -7.8% |
| 6M | -10.7% | +30.2% | -40.8% | -20.2% |
| YTD | -37.7% | +45.8% | -83.5% | -48.0% |
| 1Y | -34.3% | +51.9% | -86.2% | -46.4% |
| 3Y | -60.9% | +158.5% | -219.4% | -75.7% |
| 5Y | -74.8% | +208.0% | -282.9% | -86.4% |
| All | -74.8% | +208.7% | -283.6% | -86.4% |
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