+10,310.1%
NVDA vs USFD
+368.6%
+9,941.5%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +3.1% | -7.3% | -5.2% |
| 7D | -11.6% | +3.9% | -15.5% | -12.9% |
| 30D | -22.1% | +12.8% | -34.9% | -25.3% |
| 3M | -20.1% | +1.0% | -21.1% | -20.8% |
| 6M | -16.8% | +30.3% | -47.0% | -24.6% |
| YTD | -4.0% | +46.0% | -49.9% | -17.2% |
| 1Y | -4.8% | +49.6% | -54.4% | -18.8% |
| 3Y | +281.7% | +166.3% | +115.4% | +168.1% |
| 5Y | +485.4% | +208.4% | +277.0% | +292.1% |
| 10Y | +10,310.1% | +371.2% | +9,938.8% | +4,971.3% |
| All | +10,310.1% | +368.6% | +9,941.5% | +4,971.3% |
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 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