+247.8%
USFD vs NIO
-46.0%
+293.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | -0.2% | -1.8% | +1.7% | 0.0% |
| 30D | +12.3% | -6.6% | +19.0% | +13.0% |
| 3M | -0.7% | -29.9% | +29.2% | +2.4% |
| 6M | +31.3% | -46.6% | +77.9% | +38.4% |
| YTD | +45.7% | -36.5% | +82.2% | +50.3% |
| 1Y | +52.1% | -51.1% | +103.3% | +60.6% |
| 3Y | +158.2% | -55.2% | +213.5% | +163.3% |
| 5Y | +213.8% | -92.3% | +306.1% | +257.7% |
| All | +247.8% | -46.0% | +293.8% | +206.7% |
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