-99.2%
NVD vs USFD
+143.6%
-242.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.3% | -1.1% |
| 7D | +0.5% | -7.0% | +7.5% | -3.3% |
| 30D | -9.3% | -10.3% | +1.0% | -14.6% |
| 3M | -22.1% | +9.2% | -31.3% | -17.4% |
| 6M | -45.8% | +7.4% | -53.2% | -43.6% |
| YTD | -46.7% | +29.4% | -76.1% | -33.5% |
| 1Y | -59.5% | +24.8% | -84.3% | -51.7% |
| 3Y | -99.2% | +150.0% | -249.2% | -98.3% |
| All | -99.2% | +143.6% | -242.7% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling