+1,046.6%
NRG vs USFD
+310.2%
+736.4%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.4% | -1.8% | -2.8% |
| 7D | -0.2% | -8.0% | +7.8% | +2.5% |
| 30D | -6.8% | -13.1% | +6.3% | -2.6% |
| 3M | -7.1% | +6.5% | -13.7% | -9.5% |
| 6M | -27.6% | +5.7% | -33.3% | -29.4% |
| YTD | -29.2% | +27.5% | -56.7% | -35.3% |
| 1Y | -29.9% | +23.4% | -53.3% | -35.4% |
| 3Y | +198.7% | +146.4% | +52.2% | +122.2% |
| 5Y | +192.9% | +196.8% | -3.9% | +100.3% |
| All | +1,046.6% | +310.2% | +736.4% | +535.7% |
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 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