+692.2%
NVDL vs USFD
+162.9%
+529.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.5% |
| 7D | +7.3% | -3.3% | +10.6% | +9.2% |
| 30D | -0.7% | -5.3% | +4.6% | +2.1% |
| 3M | +9.5% | +18.8% | -9.3% | -3.2% |
| 6M | +41.6% | +14.3% | +27.3% | +26.5% |
| YTD | +23.3% | +36.9% | -13.5% | -9.3% |
| 1Y | +40.3% | +31.7% | +8.6% | +5.6% |
| 3Y | +692.2% | +164.5% | +527.7% | +320.9% |
| All | +692.2% | +162.9% | +529.3% | +320.9% |
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 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