+133.9%
NOK vs USFD
+359.1%
-225.2%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.4% | -0.5% | -1.6% |
| 7D | +11.0% | +1.3% | +9.7% | +10.7% |
| 30D | -16.0% | +10.6% | -26.6% | -18.2% |
| 3M | -19.8% | -2.4% | -17.3% | -19.6% |
| 6M | -37.1% | +28.9% | -66.0% | -41.5% |
| YTD | +28.0% | +43.7% | -15.7% | +14.9% |
| 1Y | +17.9% | +48.5% | -30.5% | +4.9% |
| 3Y | +152.7% | +154.7% | -2.0% | +94.0% |
| 5Y | +62.3% | +218.4% | -156.1% | +16.3% |
| All | +133.9% | +359.1% | -225.2% | +32.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling