-98.8%
NVD vs USFD
+159.2%
-258.0%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.6% |
| 7D | +16.8% | +3.0% | +13.9% | +18.2% |
| 30D | +54.3% | +11.1% | +43.3% | +62.6% |
| 3M | +24.3% | -0.3% | +24.6% | +23.3% |
| 6M | +0.6% | +15.9% | -15.3% | +8.2% |
| YTD | -27.7% | +41.6% | -69.3% | -4.1% |
| 1Y | -29.4% | +49.4% | -78.8% | -0.5% |
| 3Y | -98.8% | +157.8% | -256.7% | -97.2% |
| All | -98.8% | +159.2% | -258.0% | -97.2% |
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