-27.3%
NRG vs USFD
+22.2%
-49.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.8% |
| 7D | -4.7% | -8.4% | +3.7% | -2.9% |
| 30D | -6.0% | -14.1% | +8.1% | -3.0% |
| 3M | -8.0% | +4.5% | -12.5% | -10.0% |
| 6M | -23.2% | +4.4% | -27.5% | -24.7% |
| YTD | -28.1% | +26.6% | -54.6% | -34.8% |
| 1Y | -27.3% | +19.4% | -46.6% | -36.3% |
| All | -27.3% | +22.2% | -49.5% | -36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling