-21.5%
NOW vs USFD
+163.9%
-185.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.1% | -3.0% | -3.0% |
| 7D | -8.7% | +8.4% | -17.1% | -10.5% |
| 30D | -29.3% | +12.7% | -42.0% | -31.6% |
| 3M | -21.8% | +1.1% | -23.0% | -22.2% |
| 6M | +9.2% | +30.2% | -20.9% | +1.4% |
| YTD | -35.0% | +45.8% | -80.8% | -45.1% |
| 1Y | -42.5% | +51.9% | -94.4% | -52.7% |
| 3Y | -21.5% | +158.5% | -180.0% | -44.7% |
| All | -21.5% | +163.9% | -185.4% | -44.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling