+49.8%
USFD vs NYT
+16.5%
+33.3%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.9% | +9.4% | +8.5% |
| 7D | +7.8% | -3.9% | +11.7% | +8.1% |
| 30D | +16.2% | +4.3% | +11.9% | +16.2% |
| 3M | +11.0% | -11.7% | +22.7% | +11.9% |
| 6M | +20.7% | -14.4% | +35.1% | +22.4% |
| YTD | +46.0% | -3.0% | +49.0% | +51.3% |
| 1Y | +49.8% | +16.5% | +33.2% | +64.4% |
| All | +49.8% | +16.5% | +33.3% | +64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 1y: compounded portfolio wealth divided by compounded NYT 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…
1y analysis · Full analysis span regression · 6 months rolling