+48.8%
NU vs USFD
+207.5%
-158.7%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.8% |
| 7D | +7.5% | -3.0% | +10.5% | +9.4% |
| 30D | +6.1% | +3.5% | +2.6% | +3.2% |
| 3M | +26.8% | +26.6% | +0.2% | +7.4% |
| 6M | +2.5% | +11.7% | -9.2% | -6.3% |
| YTD | -8.2% | +38.1% | -46.3% | -29.3% |
| 1Y | +3.4% | +33.4% | -30.0% | -18.7% |
| 3Y | +116.2% | +155.8% | -39.6% | 0.0% |
| All | +48.8% | +207.5% | -158.7% | -43.5% |
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