+2,672.5%
NVDL vs USFD
+185.2%
+2,487.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.1% | -3.6% |
| 7D | +7.3% | -3.3% | +10.6% | +9.1% |
| 30D | -0.7% | -5.3% | +4.6% | +1.9% |
| 3M | +9.5% | +18.8% | -9.3% | -2.1% |
| 6M | +41.6% | +14.3% | +27.3% | +28.0% |
| YTD | +23.3% | +36.9% | -13.5% | -5.2% |
| 1Y | +40.3% | +31.7% | +8.6% | +9.9% |
| 3Y | +692.2% | +164.5% | +527.7% | +347.5% |
| All | +2,672.5% | +185.2% | +2,487.4% | +1,369.0% |
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 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