+55.6%
NOC vs USFD
+215.8%
-160.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.5% |
| 7D | -5.2% | -3.0% | -2.2% | -4.9% |
| 30D | -7.2% | +3.5% | -10.7% | -7.6% |
| 3M | -5.1% | +26.6% | -31.7% | -7.5% |
| 6M | -31.1% | +11.7% | -42.8% | -32.0% |
| YTD | -8.6% | +38.1% | -46.7% | -11.8% |
| 1Y | -9.7% | +33.4% | -43.1% | -12.7% |
| 3Y | +24.3% | +155.8% | -131.5% | +12.0% |
| All | +55.6% | +215.8% | -160.2% | +33.1% |
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