+676.7%
NOW vs USFD
+353.3%
+323.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +8.5% | -8.8% | -2.2% |
| 7D | -27.5% | +7.8% | -35.4% | -28.9% |
| 30D | -20.0% | +16.2% | -36.2% | -22.9% |
| 3M | -7.9% | +11.0% | -18.9% | -10.4% |
| 6M | +18.3% | +20.7% | -2.4% | +12.5% |
| YTD | -29.0% | +46.0% | -74.9% | -36.2% |
| 1Y | -38.7% | +49.8% | -88.5% | -45.3% |
| 3Y | -10.3% | +167.3% | -177.6% | -30.1% |
| 5Y | -22.5% | +197.2% | -219.7% | -41.6% |
| 10Y | +553.8% | +389.9% | +163.9% | +342.6% |
| All | +676.7% | +353.3% | +323.3% | +439.6% |
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