+499.2%
NOW vs USFD
+369.7%
+129.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.0% | +3.0% | -5.9% | -3.8% |
| 30D | -26.0% | +11.1% | -37.1% | -28.0% |
| 3M | -13.1% | -0.3% | -12.8% | -13.3% |
| 6M | +14.5% | +15.9% | -1.4% | +9.9% |
| YTD | -33.4% | +41.6% | -75.1% | -39.8% |
| 1Y | -40.6% | +49.4% | -90.0% | -47.1% |
| 3Y | -16.3% | +157.8% | -174.2% | -34.3% |
| 5Y | -26.3% | +176.6% | -203.0% | -43.8% |
| All | +499.2% | +369.7% | +129.5% | +284.2% |
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