+574.2%
NUE vs USFD
+329.0%
+245.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.2% | -0.4% |
| 7D | +4.2% | -3.0% | +7.2% | +5.3% |
| 30D | -5.0% | +3.5% | -8.5% | -6.4% |
| 3M | -0.2% | +26.6% | -26.8% | -8.9% |
| 6M | +49.1% | +11.7% | +37.4% | +42.1% |
| YTD | +61.0% | +38.1% | +22.9% | +40.7% |
| 1Y | +82.5% | +33.4% | +49.2% | +61.2% |
| 3Y | +57.9% | +155.8% | -97.9% | +8.7% |
| 5Y | +146.6% | +214.0% | -67.5% | +55.5% |
| 10Y | +561.6% | +320.4% | +241.2% | +256.8% |
| All | +574.2% | +329.0% | +245.1% | +262.3% |
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