-99.2%
NVD vs USFD
+165.3%
-264.5%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.6% |
| 7D | -11.1% | -3.0% | -8.1% | -12.7% |
| 30D | -13.3% | +3.5% | -16.8% | -11.5% |
| 3M | -19.8% | +26.6% | -46.4% | -7.2% |
| 6M | -48.8% | +11.7% | -60.5% | -45.9% |
| YTD | -49.7% | +38.1% | -87.8% | -35.0% |
| 1Y | -61.4% | +33.4% | -94.8% | -52.4% |
| All | -99.2% | +165.3% | -264.5% | -98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling