+384.1%
NSC vs USFD
+329.0%
+55.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.1% |
| 6M | +4.5% | +11.7% | -7.2% | +0.6% |
| YTD | +15.6% | +38.1% | -22.6% | +3.8% |
| 1Y | +19.8% | +33.4% | -13.5% | +8.4% |
| 3Y | +70.1% | +155.8% | -85.7% | +25.6% |
| 5Y | +46.1% | +214.0% | -167.9% | -0.9% |
| 10Y | +328.1% | +320.4% | +7.7% | +151.1% |
| All | +384.1% | +329.0% | +55.0% | +183.6% |
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