+87.8%
NOK vs USFD
+353.4%
-265.5%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +3.1% | +3.7% | +6.1% |
| 7D | -1.4% | +3.9% | -5.4% | -2.4% |
| 30D | -21.0% | +12.8% | -33.9% | -23.5% |
| 3M | -12.6% | +1.0% | -13.6% | -13.1% |
| 6M | -36.2% | +30.3% | -66.5% | -40.8% |
| YTD | +26.4% | +46.0% | -19.5% | +13.0% |
| 1Y | +19.6% | +49.6% | -30.0% | +6.2% |
| 3Y | +152.6% | +166.3% | -13.7% | +91.7% |
| 5Y | +57.3% | +208.4% | -151.1% | +13.5% |
| 10Y | +123.8% | +371.2% | -247.5% | +29.2% |
| All | +87.8% | +353.4% | -265.5% | +7.8% |
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