+317.7%
USFD vs NYT
+518.3%
-200.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -3.0% | -1.3% | -1.7% | -2.6% |
| 30D | +3.5% | +2.7% | +0.8% | +2.6% |
| 3M | +26.6% | -10.3% | +36.9% | +29.9% |
| 6M | +11.7% | -16.6% | +28.3% | +17.0% |
| YTD | +38.1% | -2.3% | +40.4% | +37.0% |
| 1Y | +33.4% | +15.0% | +18.4% | +25.0% |
| 3Y | +155.8% | +57.1% | +98.7% | +111.6% |
| 5Y | +214.0% | +37.2% | +176.9% | +162.5% |
| 10Y | +320.4% | +464.3% | -144.0% | +155.7% |
| All | +317.7% | +518.3% | -200.6% | +151.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling