-13.4%
NVD vs USFD
+49.7%
-63.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.1% | +5.6% | +8.0% |
| 7D | +23.8% | +3.9% | +19.9% | +22.2% |
| 30D | +57.0% | +12.8% | +44.1% | +52.6% |
| 3M | +41.6% | +1.0% | +40.6% | +40.7% |
| 6M | +17.6% | +30.3% | -12.7% | +12.4% |
| YTD | -21.4% | +46.0% | -67.4% | -22.0% |
| All | -13.4% | +49.7% | -63.1% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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