+422.0%
NUE vs USFD
+359.9%
+62.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.2% | -3.6% | -3.5% |
| 7D | +2.8% | +1.7% | +1.1% | +2.1% |
| 30D | -2.1% | +10.2% | -12.2% | -5.7% |
| 3M | -7.3% | -1.5% | -5.8% | -7.3% |
| 6M | +8.9% | +27.3% | -18.5% | -1.4% |
| YTD | +55.6% | +44.0% | +11.6% | +33.3% |
| 1Y | +74.7% | +50.4% | +24.3% | +46.9% |
| 3Y | +71.7% | +153.6% | -81.9% | +18.2% |
| 5Y | +141.2% | +219.0% | -77.8% | +50.9% |
| All | +422.0% | +359.9% | +62.1% | +173.4% |
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 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