+919.8%
NVDA vs USFD
+215.8%
+704.0%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.0% |
| 7D | +5.9% | -3.0% | +8.9% | +7.5% |
| 30D | +5.1% | +3.5% | +1.5% | +2.8% |
| 3M | +5.4% | +26.6% | -21.2% | -9.0% |
| 6M | +26.0% | +11.7% | +14.3% | +16.0% |
| YTD | +23.7% | +38.1% | -14.5% | -2.3% |
| 1Y | +34.4% | +33.4% | +1.0% | +7.6% |
| 3Y | +375.8% | +155.8% | +220.0% | +137.0% |
| All | +919.8% | +215.8% | +704.0% | +334.9% |
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