+72.0%
NUE vs USFD
+167.5%
-95.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +0.9% |
| 7D | -10.2% | +3.9% | -14.1% | -11.2% |
| 30D | -0.4% | +12.8% | -13.3% | -3.9% |
| 3M | -8.4% | +1.0% | -9.3% | -8.6% |
| 6M | +10.1% | +30.3% | -20.2% | +0.2% |
| YTD | +54.1% | +46.0% | +8.1% | +30.8% |
| 1Y | +74.7% | +49.6% | +25.1% | +46.3% |
| 3Y | +72.0% | +166.3% | -94.3% | +10.4% |
| All | +72.0% | +167.5% | -95.5% | +10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling