+211.4%
NVO vs USFD
+359.1%
-147.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.9% |
| 7D | +0.9% | +1.3% | -0.4% | +0.7% |
| 30D | +6.8% | +10.6% | -3.8% | +5.7% |
| 3M | -11.3% | -2.4% | -8.8% | -11.1% |
| 6M | -12.4% | +28.9% | -41.3% | -14.8% |
| YTD | -16.1% | +43.7% | -59.8% | -19.6% |
| 1Y | -15.1% | +48.5% | -63.6% | -19.0% |
| 3Y | -56.2% | +154.7% | -210.9% | -60.6% |
| 5Y | -19.4% | +218.4% | -237.8% | -29.7% |
| All | +211.4% | +359.1% | -147.7% | +163.9% |
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