-98.9%
NVD vs USFD
+166.6%
-265.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +62.2% |
| 3M | +24.3% | -0.3% | +24.6% | +23.4% |
| 6M | +0.6% | +15.9% | -15.3% | +7.9% |
| YTD | -27.7% | +41.6% | -69.3% | -5.8% |
| 1Y | -29.4% | +49.4% | -78.8% | -2.7% |
| 3Y | -98.8% | +157.8% | -256.7% | -97.4% |
| All | -98.9% | +166.6% | -265.5% | -97.5% |
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 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