+375.4%
NVDA vs USFD
+156.9%
+218.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +5.9% | -3.0% | +8.9% | +6.7% |
| 30D | +5.1% | +3.5% | +1.5% | +3.9% |
| 3M | +5.4% | +26.6% | -21.2% | -3.0% |
| 6M | +26.0% | +11.7% | +14.3% | +20.8% |
| YTD | +23.7% | +38.1% | -14.5% | +6.3% |
| 1Y | +34.4% | +33.4% | +1.0% | +17.1% |
| All | +375.4% | +156.9% | +218.5% | +236.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling