+214.3%
USFD vs NIO
-93.2%
+307.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.9% | +5.1% | +0.7% |
| 7D | +1.7% | -14.5% | +16.1% | +3.4% |
| 30D | +10.2% | -15.0% | +25.1% | +12.1% |
| 3M | -1.5% | -35.6% | +34.1% | +3.3% |
| 6M | +27.3% | -55.7% | +83.0% | +38.8% |
| YTD | +44.0% | -43.1% | +87.1% | +51.3% |
| 1Y | +50.4% | -53.5% | +103.9% | +61.6% |
| 3Y | +153.6% | -59.8% | +213.4% | +162.5% |
| All | +214.3% | -93.2% | +307.4% | +310.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling