+146.2%
NUE vs USFD
+214.9%
-68.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.4% |
| 7D | +1.8% | -3.3% | +5.1% | +3.2% |
| 30D | -6.0% | -5.3% | -0.6% | -3.8% |
| 3M | +1.4% | +18.8% | -17.3% | -6.5% |
| 6M | +52.8% | +14.3% | +38.6% | +42.6% |
| YTD | +58.1% | +36.9% | +21.2% | +33.7% |
| 1Y | +80.4% | +31.7% | +48.7% | +55.0% |
| 3Y | +62.3% | +164.5% | -102.2% | -3.1% |
| 5Y | +146.2% | +212.6% | -66.4% | +29.9% |
| All | +146.2% | +214.9% | -68.7% | +29.9% |
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