+303.8%
USFD vs NTNX
+148.8%
+155.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.9% |
| 7D | -8.4% | -3.1% | -5.2% | -7.8% |
| 30D | -14.1% | +2.0% | -16.0% | -14.5% |
| 3M | +4.5% | +34.0% | -29.5% | -1.1% |
| 6M | +4.4% | +72.4% | -68.0% | -6.6% |
| YTD | +26.6% | +27.5% | -0.9% | +19.1% |
| 1Y | +19.4% | -18.7% | +38.1% | +21.8% |
| 3Y | +144.6% | +80.8% | +63.8% | +105.9% |
| 5Y | +194.5% | +54.5% | +140.0% | +144.1% |
| All | +303.8% | +148.8% | +155.1% | +176.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 NTNX 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