+545.1%
NUE vs USFD
+353.4%
+191.8%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.3% | +0.7% |
| 7D | -10.2% | +3.9% | -14.1% | -11.6% |
| 30D | -0.4% | +12.8% | -13.3% | -4.9% |
| 3M | -8.4% | +1.0% | -9.3% | -9.2% |
| 6M | +10.1% | +30.3% | -20.2% | -1.0% |
| YTD | +54.1% | +46.0% | +8.1% | +31.4% |
| 1Y | +74.7% | +49.6% | +25.1% | +47.4% |
| 3Y | +72.0% | +166.3% | -94.3% | +16.5% |
| 5Y | +136.4% | +208.4% | -72.0% | +49.7% |
| 10Y | +434.6% | +371.2% | +63.4% | +179.1% |
| All | +545.1% | +353.4% | +191.8% | +238.4% |
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 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