+28.3%
NSC vs USFD
+184.3%
-155.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.5% | -3.4% |
| 7D | -3.8% | +3.9% | -7.7% | -5.0% |
| 30D | +4.1% | +10.7% | -6.6% | +0.7% |
| 3M | -3.3% | +6.3% | -9.6% | -5.4% |
| 6M | +5.9% | +16.2% | -10.4% | +0.2% |
| YTD | +15.5% | +41.9% | -26.4% | +1.2% |
| 1Y | +19.3% | +44.2% | -24.9% | +3.7% |
| 3Y | +79.0% | +159.8% | -80.7% | +25.3% |
| 5Y | +28.3% | +177.1% | -148.8% | -15.0% |
| All | +28.3% | +184.3% | -155.9% | -15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling