+244.4%
NXT vs USFD
+186.1%
+58.3%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.4% |
| 7D | +32.2% | +3.0% | +29.3% | +30.9% |
| 30D | +21.9% | +11.1% | +10.9% | +17.3% |
| 3M | +6.6% | -0.3% | +6.9% | +6.6% |
| 6M | -16.8% | +15.9% | -32.7% | -22.0% |
| YTD | +20.4% | +41.6% | -21.2% | +1.8% |
| 1Y | -1.5% | +49.4% | -50.9% | -19.0% |
| 3Y | +182.4% | +157.8% | +24.5% | +54.7% |
| All | +244.4% | +186.1% | +58.3% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling