+15,200.7%
NVDA vs USFD
+306.5%
+14,894.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.5% | +4.6% | +0.8% |
| 7D | -0.3% | -7.0% | +6.7% | +2.0% |
| 30D | +2.8% | -10.3% | +13.1% | +6.3% |
| 3M | +7.4% | +9.2% | -1.8% | +3.7% |
| 6M | +22.6% | +7.4% | +15.2% | +18.3% |
| YTD | +20.1% | +29.4% | -9.3% | +8.0% |
| 1Y | +31.2% | +24.8% | +6.3% | +18.9% |
| 3Y | +391.7% | +150.0% | +241.7% | +252.8% |
| 5Y | +911.9% | +195.5% | +716.4% | +591.8% |
| 10Y | +15,200.7% | +315.7% | +14,885.0% | +7,564.2% |
| All | +15,200.7% | +306.5% | +14,894.1% | +7,564.2% |
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 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