+201.1%
USFD vs NYT
+39.3%
+161.7%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.0% | -3.5% | -4.9% |
| 7D | -7.0% | -1.6% | -5.4% | -6.6% |
| 30D | -10.3% | +2.8% | -13.1% | -10.9% |
| 3M | +9.2% | -9.2% | +18.4% | +11.3% |
| 6M | +7.4% | -17.1% | +24.5% | +12.1% |
| YTD | +29.4% | -3.2% | +32.6% | +28.6% |
| 1Y | +24.8% | +15.7% | +9.1% | +17.3% |
| 3Y | +150.0% | +55.7% | +94.3% | +109.5% |
| All | +201.1% | +39.3% | +161.7% | +127.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling