+65.8%
NOC vs USFD
+215.4%
-149.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | +4.8% | +1.7% | +3.2% | +4.7% |
| 30D | +11.0% | +10.2% | +0.9% | +9.8% |
| 3M | -3.8% | -1.5% | -2.3% | -3.7% |
| 6M | +0.6% | +27.3% | -26.7% | -2.1% |
| YTD | -2.3% | +44.0% | -46.3% | -6.2% |
| 1Y | +0.3% | +50.4% | -50.1% | -4.2% |
| 3Y | +24.6% | +153.6% | -129.0% | +12.3% |
| All | +65.8% | +215.4% | -149.6% | +40.9% |
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