+354.1%
USFD vs NYT
+540.3%
-186.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.4% |
| 7D | +1.7% | +6.5% | -4.8% | -0.3% |
| 30D | +10.2% | +8.4% | +1.7% | +7.4% |
| 3M | -1.5% | +13.9% | -15.4% | -5.8% |
| 6M | +27.3% | -4.8% | +32.2% | +27.8% |
| YTD | +44.0% | +6.2% | +37.8% | +38.6% |
| 1Y | +50.4% | +14.3% | +36.1% | +41.2% |
| 3Y | +153.6% | +73.6% | +80.0% | +102.9% |
| 5Y | +219.0% | +60.6% | +158.3% | +153.7% |
| All | +354.1% | +540.3% | -186.2% | +185.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling