+238.0%
USFD vs NIO
-43.5%
+281.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.9% | -6.1% | -0.7% |
| 7D | +3.0% | +5.6% | -2.7% | +2.4% |
| 30D | +11.1% | -4.2% | +15.3% | +11.4% |
| 3M | -0.3% | -26.3% | +26.0% | +2.4% |
| 6M | +15.9% | -42.5% | +58.4% | +21.4% |
| YTD | +41.6% | -33.5% | +75.2% | +45.5% |
| 1Y | +49.4% | -52.7% | +102.1% | +58.2% |
| 3Y | +157.8% | -57.5% | +215.3% | +164.4% |
| 5Y | +176.6% | -92.0% | +268.6% | +214.1% |
| All | +238.0% | -43.5% | +281.5% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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