+177.1%
USFD vs NIO
-92.6%
+269.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.0% | +0.2% | -2.5% |
| 7D | +3.9% | -3.6% | +7.5% | +4.4% |
| 30D | +10.7% | -8.0% | +18.7% | +11.7% |
| 3M | +6.3% | -31.2% | +37.5% | +10.6% |
| 6M | +16.2% | -45.8% | +62.0% | +23.7% |
| YTD | +41.9% | -37.3% | +79.1% | +47.5% |
| 1Y | +44.2% | -56.1% | +100.3% | +56.0% |
| 3Y | +159.8% | -61.1% | +220.9% | +171.8% |
| 5Y | +177.1% | -92.4% | +269.5% | +234.7% |
| All | +177.1% | -92.6% | +269.7% | +234.7% |
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 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