+141.2%
NVO vs USFD
+310.2%
-169.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.1% |
| 7D | -7.4% | -8.0% | +0.6% | -6.5% |
| 30D | -5.5% | -13.1% | +7.6% | -4.1% |
| 3M | +4.1% | +6.5% | -2.4% | +3.4% |
| 6M | +19.3% | +5.7% | +13.6% | +18.5% |
| YTD | -9.2% | +27.5% | -36.7% | -11.8% |
| 1Y | -15.0% | +23.4% | -38.5% | -17.2% |
| 3Y | -50.9% | +146.4% | -197.3% | -55.6% |
| 5Y | -0.9% | +196.8% | -197.6% | -12.6% |
| All | +141.2% | +310.2% | -169.0% | +121.9% |
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