+508.6%
NVDA vs USFD
+188.3%
+320.3%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +2.9% | +2.9% |
| 7D | -8.8% | +3.0% | -11.7% | -10.6% |
| 30D | -21.4% | +11.1% | -32.5% | -26.4% |
| 3M | -14.7% | -0.3% | -14.4% | -15.4% |
| 6M | -10.0% | +15.9% | -25.9% | -19.6% |
| YTD | +0.3% | +41.6% | -41.3% | -23.8% |
| 1Y | -0.5% | +49.4% | -49.9% | -27.8% |
| 3Y | +309.2% | +157.8% | +151.3% | +91.3% |
| All | +508.6% | +188.3% | +320.3% | +139.9% |
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