+48.4%
NU vs USFD
+204.7%
-156.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | +0.3% |
| 7D | +6.0% | -3.3% | +9.4% | +8.2% |
| 30D | +10.8% | -5.3% | +16.1% | +14.3% |
| 3M | +32.2% | +18.8% | +13.4% | +16.9% |
| 6M | +5.1% | +14.3% | -9.1% | -5.4% |
| YTD | -8.4% | +36.9% | -45.3% | -29.0% |
| 1Y | +0.7% | +31.7% | -31.0% | -20.1% |
| 3Y | +125.1% | +164.5% | -39.4% | +1.0% |
| All | +48.4% | +204.7% | -156.3% | -43.4% |
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