+129.8%
NOK vs USFD
+306.5%
-176.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.5% | +6.5% | +2.3% |
| 7D | +9.3% | -7.0% | +16.4% | +11.2% |
| 30D | +17.9% | -10.3% | +28.1% | +20.8% |
| 3M | -22.3% | +9.2% | -31.5% | -24.4% |
| 6M | +36.4% | +7.4% | +29.0% | +32.9% |
| YTD | +66.3% | +29.4% | +36.9% | +53.4% |
| 1Y | +134.4% | +24.8% | +109.6% | +118.0% |
| 3Y | +186.6% | +150.0% | +36.6% | +120.7% |
| 5Y | +102.7% | +195.5% | -92.8% | +47.9% |
| 10Y | +129.8% | +315.7% | -185.9% | +31.1% |
| All | +129.8% | +306.5% | -176.7% | +31.1% |
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 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