+161.3%
NOC vs USFD
+368.6%
-207.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.1% | -0.4% | +2.3% |
| 7D | -2.9% | +3.9% | -6.8% | -3.5% |
| 30D | +12.1% | +12.8% | -0.7% | +10.3% |
| 3M | -5.3% | +1.0% | -6.2% | -5.5% |
| 6M | -1.0% | +30.3% | -31.3% | -4.6% |
| YTD | -4.3% | +46.0% | -50.3% | -9.2% |
| 1Y | -3.6% | +49.6% | -53.3% | -8.9% |
| 3Y | +22.9% | +166.3% | -143.4% | +7.1% |
| 5Y | +60.4% | +208.4% | -148.0% | +35.0% |
| 10Y | +161.3% | +371.2% | -210.0% | +124.7% |
| All | +161.3% | +368.6% | -207.4% | +124.7% |
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 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