+203.9%
NOC vs USFD
+346.4%
-142.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.2% |
| 7D | +4.5% | +1.3% | +3.2% | +4.4% |
| 30D | +14.1% | +10.6% | +3.5% | +12.5% |
| 3M | -4.5% | -2.4% | -2.0% | -4.3% |
| 6M | -0.8% | +28.9% | -29.7% | -4.2% |
| YTD | -2.5% | +43.7% | -46.2% | -7.3% |
| 1Y | -0.1% | +48.5% | -48.6% | -5.5% |
| 3Y | +24.6% | +154.7% | -130.1% | +9.2% |
| 5Y | +65.6% | +218.4% | -152.8% | +38.8% |
| 10Y | +160.5% | +360.6% | -200.1% | +122.9% |
| All | +203.9% | +346.4% | -142.4% | +158.5% |
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