+808.8%
NOW vs USFD
+321.9%
+486.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.6% | -2.9% |
| 7D | -2.4% | -3.0% | +0.6% | -1.7% |
| 30D | +20.5% | +3.5% | +17.0% | +19.4% |
| 3M | +18.3% | +26.6% | -8.2% | +11.8% |
| 6M | +24.1% | +11.7% | +12.4% | +20.1% |
| YTD | -7.8% | +38.1% | -45.9% | -15.9% |
| 1Y | -21.4% | +33.4% | -54.8% | -27.8% |
| 3Y | +19.5% | +155.8% | -136.3% | -5.8% |
| 5Y | +4.1% | +214.0% | -210.0% | -21.9% |
| All | +808.8% | +321.9% | +486.9% | +522.4% |
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