+11.0%
USFD vs NIO
-30.5%
+41.5%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.4% | +5.0% | +7.8% |
| 7D | +7.8% | -0.6% | +8.5% | +7.6% |
| 30D | +16.2% | -3.5% | +19.7% | +16.0% |
| 3M | +11.0% | -30.7% | +41.7% | +12.4% |
| All | +11.0% | -30.5% | +41.5% | +12.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling