+305.5%
USFD vs NYT
+489.9%
-184.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.9% |
| 7D | -8.4% | -0.6% | -7.8% | -8.2% |
| 30D | -14.1% | +4.6% | -18.6% | -15.3% |
| 3M | +4.5% | -9.6% | +14.1% | +7.1% |
| 6M | +4.4% | -14.0% | +18.4% | +8.3% |
| YTD | +26.6% | -2.8% | +29.4% | +25.8% |
| 1Y | +19.4% | +15.6% | +3.8% | +11.7% |
| 3Y | +144.6% | +56.3% | +88.3% | +102.7% |
| 5Y | +194.5% | +39.5% | +155.0% | +144.8% |
| All | +305.5% | +489.9% | -184.4% | +146.8% |
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