+837.6%
NRG vs USFD
+329.0%
+508.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.4% | +6.8% | +6.5% |
| 7D | +7.1% | -3.0% | +10.1% | +8.1% |
| 30D | -1.4% | +3.5% | -4.9% | -2.7% |
| 3M | -10.5% | +26.6% | -37.0% | -17.5% |
| 6M | -26.7% | +11.7% | -38.4% | -29.8% |
| YTD | -24.5% | +38.1% | -62.7% | -32.8% |
| 1Y | -18.6% | +33.4% | -51.9% | -26.8% |
| 3Y | +227.1% | +155.8% | +71.3% | +139.6% |
| 5Y | +198.8% | +214.0% | -15.3% | +99.8% |
| 10Y | +1,122.3% | +320.4% | +801.9% | +540.8% |
| All | +837.6% | +329.0% | +508.6% | +405.1% |
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 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