+190.6%
NOC vs USFD
+339.9%
-149.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.1% | 0.0% |
| 7D | -5.8% | +3.0% | -8.8% | -6.3% |
| 30D | +10.9% | +11.1% | -0.2% | +9.3% |
| 3M | -7.1% | -0.3% | -6.8% | -7.2% |
| 6M | -5.3% | +15.9% | -21.2% | -7.4% |
| YTD | -6.8% | +41.6% | -48.4% | -11.3% |
| 1Y | -6.7% | +49.4% | -56.1% | -11.8% |
| 3Y | +17.2% | +157.8% | -140.7% | +2.5% |
| 5Y | +56.3% | +176.6% | -120.4% | +33.4% |
| 10Y | +173.7% | +375.4% | -201.6% | +133.0% |
| All | +190.6% | +339.9% | -149.3% | +147.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling