+212.4%
NXPI vs USFD
+359.9%
-147.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +6.8% | +1.7% | +5.1% | +6.0% |
| 30D | +20.0% | +10.2% | +9.9% | +15.0% |
| 3M | +14.8% | -1.5% | +16.3% | +15.0% |
| 6M | -10.5% | +27.3% | -37.8% | -20.5% |
| YTD | +23.7% | +44.0% | -20.3% | +2.8% |
| 1Y | +34.1% | +50.4% | -16.3% | +8.9% |
| 3Y | +51.2% | +153.6% | -102.3% | -3.1% |
| 5Y | +33.4% | +219.0% | -185.6% | -23.9% |
| All | +212.4% | +359.9% | -147.5% | +35.8% |
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