+2,490.2%
NVDL vs USFD
+163.7%
+2,326.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.2% |
| 7D | -10.3% | -8.4% | -2.0% | -6.4% |
| 30D | -7.1% | -14.1% | +6.9% | -0.1% |
| 3M | +6.6% | +4.5% | +2.1% | +2.1% |
| 6M | +21.1% | +4.4% | +16.7% | +14.6% |
| YTD | +15.2% | +26.6% | -11.4% | -8.0% |
| 1Y | +18.8% | +19.4% | -0.6% | -1.4% |
| 3Y | +649.9% | +144.6% | +505.3% | +340.1% |
| All | +2,490.2% | +163.7% | +2,326.4% | +1,325.9% |
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 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