+7,949.9%
NVDA vs USFD
+375.5%
+7,574.4%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -13.2% | -0.2% | -13.0% | -13.1% |
| 30D | -23.2% | +12.3% | -35.6% | -26.3% |
| 3M | -20.0% | -0.7% | -19.3% | -20.3% |
| 6M | -20.6% | +31.3% | -51.9% | -28.2% |
| YTD | -6.6% | +45.7% | -52.3% | -19.3% |
| 1Y | -9.8% | +52.1% | -62.0% | -23.4% |
| 3Y | +260.5% | +158.2% | +102.3% | +156.9% |
| 5Y | +474.2% | +213.8% | +260.4% | +285.3% |
| 10Y | +7,949.9% | +367.0% | +7,582.9% | +4,679.1% |
| All | +7,949.9% | +375.5% | +7,574.4% | +4,679.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling