+924.9%
NRG vs USFD
+359.9%
+565.0%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +10.0% | +1.7% | +8.3% | +9.5% |
| 30D | -3.2% | +10.2% | -13.4% | -6.7% |
| 3M | -18.5% | -1.5% | -17.0% | -18.7% |
| 6M | -25.3% | +27.3% | -52.6% | -31.7% |
| YTD | -38.1% | +44.0% | -82.1% | -45.9% |
| 1Y | -40.7% | +50.4% | -91.0% | -48.9% |
| 3Y | +121.8% | +153.6% | -31.8% | +62.7% |
| 5Y | +209.2% | +219.0% | -9.7% | +106.3% |
| All | +924.9% | +359.9% | +565.0% | +483.1% |
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