+216.3%
USFD vs NIO
-90.7%
+307.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.2% |
| 7D | -3.0% | -13.0% | +10.0% | -1.5% |
| 30D | +3.5% | -18.3% | +21.8% | +5.8% |
| 3M | +26.6% | -33.2% | +59.8% | +32.0% |
| 6M | +11.7% | -21.5% | +33.2% | +13.6% |
| YTD | +38.1% | -25.5% | +63.6% | +41.0% |
| 1Y | +33.4% | -38.0% | +71.4% | +38.1% |
| 3Y | +155.8% | -65.5% | +221.3% | +174.3% |
| All | +216.3% | -90.7% | +307.0% | +276.8% |
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