+75.9%
NOK vs USFD
+339.9%
-264.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.8% | +2.7% |
| 7D | -10.5% | +3.0% | -13.5% | -11.3% |
| 30D | -27.9% | +11.1% | -38.9% | -29.9% |
| 3M | -18.8% | -0.3% | -18.5% | -19.0% |
| 6M | -41.9% | +15.9% | -57.8% | -44.5% |
| YTD | +18.4% | +41.6% | -23.2% | +6.6% |
| 1Y | +10.9% | +49.4% | -38.5% | -1.7% |
| 3Y | +137.9% | +157.8% | -20.0% | +81.9% |
| 5Y | +47.8% | +176.6% | -128.8% | +9.1% |
| 10Y | +116.4% | +375.4% | -259.0% | +24.2% |
| All | +75.9% | +339.9% | -264.0% | +1.6% |
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