+185.0%
NOC vs USFD
+329.0%
-144.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.5% |
| 7D | -5.2% | -3.0% | -2.2% | -4.8% |
| 30D | -7.2% | +3.5% | -10.7% | -7.7% |
| 3M | -5.1% | +26.6% | -31.7% | -8.0% |
| 6M | -31.1% | +11.7% | -42.8% | -32.2% |
| YTD | -8.6% | +38.1% | -46.7% | -12.5% |
| 1Y | -9.7% | +33.4% | -43.1% | -13.3% |
| 3Y | +24.3% | +155.8% | -131.5% | +8.9% |
| 5Y | +52.6% | +214.0% | -161.4% | +28.2% |
| 10Y | +183.6% | +320.4% | -136.8% | +144.3% |
| All | +185.0% | +329.0% | -144.0% | +144.0% |
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