+436.0%
NUE vs USFD
+369.2%
+66.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -6.2% | +8.4% | -14.6% | -9.0% |
| 30D | +2.5% | +12.7% | -10.3% | -2.1% |
| 3M | -6.4% | +1.1% | -7.5% | -7.3% |
| 6M | +13.3% | +30.2% | -16.9% | +1.8% |
| YTD | +58.5% | +45.8% | +12.7% | +35.2% |
| 1Y | +81.9% | +51.9% | +29.9% | +52.5% |
| 3Y | +75.3% | +158.5% | -83.2% | +19.8% |
| 5Y | +149.9% | +208.0% | -58.1% | +58.1% |
| 10Y | +436.0% | +376.6% | +59.4% | +177.6% |
| All | +436.0% | +369.2% | +66.7% | +177.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling