+514.0%
NOW vs USFD
+359.9%
+154.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +0.3% | +1.7% | -1.4% | -0.1% |
| 30D | -27.0% | +10.2% | -37.1% | -28.7% |
| 3M | -19.6% | -1.5% | -18.2% | -19.6% |
| 6M | +17.5% | +27.3% | -9.9% | +10.4% |
| YTD | -33.3% | +44.0% | -77.2% | -39.9% |
| 1Y | -39.8% | +50.4% | -90.2% | -46.4% |
| 3Y | -19.9% | +153.6% | -173.5% | -36.9% |
| 5Y | -26.1% | +219.0% | -245.0% | -44.8% |
| All | +514.0% | +359.9% | +154.0% | +307.4% |
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