+74.6%
NSC vs USFD
+156.9%
-82.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.6% |
| 7D | -5.5% | -3.0% | -2.5% | -4.7% |
| 30D | -3.2% | +3.5% | -6.7% | -4.3% |
| 3M | +7.7% | +26.6% | -18.9% | 0.0% |
| 6M | +4.5% | +11.7% | -7.2% | +0.7% |
| YTD | +15.6% | +38.1% | -22.6% | +2.5% |
| 1Y | +19.8% | +33.4% | -13.5% | +7.5% |
| All | +74.6% | +156.9% | -82.3% | +19.9% |
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