+244.4%
NXT vs USFD
+194.9%
+49.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -1.2% |
| 7D | +15.1% | +3.9% | +11.2% | +13.4% |
| 30D | +21.8% | +12.8% | +9.0% | +16.4% |
| 3M | +1.6% | +1.0% | +0.6% | +1.0% |
| 6M | -16.7% | +30.3% | -47.0% | -25.6% |
| YTD | +20.4% | +46.0% | -25.6% | +0.6% |
| 1Y | +0.2% | +49.6% | -49.4% | -17.3% |
| 3Y | +208.7% | +166.3% | +42.4% | +66.8% |
| All | +244.4% | +194.9% | +49.4% | +68.6% |
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