+218.9%
NVO vs USFD
+359.9%
-141.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.4% |
| 7D | +3.3% | +1.7% | +1.6% | +3.1% |
| 30D | +9.2% | +10.2% | -0.9% | +8.1% |
| 3M | -9.8% | -1.5% | -8.3% | -9.7% |
| 6M | -10.4% | +27.3% | -37.8% | -12.8% |
| YTD | -14.1% | +44.0% | -58.1% | -17.7% |
| 1Y | -11.1% | +50.4% | -61.4% | -15.3% |
| 3Y | -54.9% | +153.6% | -208.5% | -59.5% |
| 5Y | -17.4% | +219.0% | -236.4% | -28.0% |
| All | +218.9% | +359.9% | -141.0% | +170.2% |
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