+214.4%
NXPI vs USFD
+375.5%
-161.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.1% |
| 7D | +1.7% | -0.2% | +1.9% | +1.9% |
| 30D | +19.7% | +12.3% | +7.3% | +13.7% |
| 3M | +14.5% | -0.7% | +15.2% | +14.4% |
| 6M | -11.2% | +31.3% | -42.5% | -22.2% |
| YTD | +25.8% | +45.7% | -19.9% | +4.0% |
| 1Y | +35.2% | +52.1% | -16.9% | +9.3% |
| 3Y | +52.3% | +158.2% | -106.0% | -3.2% |
| 5Y | +34.8% | +213.8% | -178.9% | -22.5% |
| 10Y | +214.4% | +367.0% | -152.6% | +36.6% |
| All | +214.4% | +375.5% | -161.1% | +36.6% |
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