+309.6%
NSC vs USFD
+369.7%
-60.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.8% |
| 7D | -6.6% | +3.0% | -9.6% | -7.5% |
| 30D | +2.2% | +11.1% | -8.9% | -1.1% |
| 3M | -6.2% | -0.3% | -5.9% | -6.3% |
| 6M | +1.7% | +15.9% | -14.2% | -3.3% |
| YTD | +12.2% | +41.6% | -29.4% | -0.2% |
| 1Y | +15.4% | +49.4% | -34.0% | +0.8% |
| 3Y | +73.3% | +157.8% | -84.5% | +27.4% |
| 5Y | +24.7% | +176.6% | -152.0% | -12.3% |
| All | +309.6% | +369.7% | -60.1% | +149.2% |
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 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