+130.3%
NOK vs USFD
+329.0%
-198.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.0% | +2.7% |
| 7D | -1.8% | -3.0% | +1.2% | -1.1% |
| 30D | +4.7% | +3.5% | +1.2% | +3.7% |
| 3M | -39.7% | +26.6% | -66.2% | -43.4% |
| 6M | +23.1% | +11.7% | +11.4% | +19.0% |
| YTD | +55.0% | +38.1% | +16.9% | +40.9% |
| 1Y | +118.0% | +33.4% | +84.7% | +99.7% |
| 3Y | +170.5% | +155.8% | +14.7% | +107.6% |
| 5Y | +84.9% | +214.0% | -129.2% | +33.2% |
| 10Y | +112.0% | +320.4% | -208.4% | +25.4% |
| All | +130.3% | +329.0% | -198.7% | +34.3% |
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