+220.0%
NRG vs USFD
+162.9%
+57.1%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.9% |
| 7D | +9.3% | -3.3% | +12.6% | +10.8% |
| 30D | +1.3% | -5.3% | +6.6% | +3.6% |
| 3M | -6.0% | +18.8% | -24.8% | -14.2% |
| 6M | -22.0% | +14.3% | -36.2% | -27.6% |
| YTD | -24.1% | +36.9% | -61.0% | -36.9% |
| 1Y | -18.0% | +31.7% | -49.7% | -30.7% |
| 3Y | +220.0% | +164.5% | +55.6% | +106.2% |
| All | +220.0% | +162.9% | +57.1% | +106.2% |
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