-49.6%
NVO vs USFD
+162.9%
-212.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.2% | -2.9% |
| 7D | +0.1% | -3.3% | +3.4% | +0.6% |
| 30D | -3.2% | -5.3% | +2.1% | -2.4% |
| 3M | +11.5% | +18.8% | -7.3% | +8.8% |
| 6M | +22.9% | +14.3% | +8.6% | +20.4% |
| YTD | -6.8% | +36.9% | -43.7% | -11.9% |
| 1Y | -12.6% | +31.7% | -44.4% | -16.6% |
| 3Y | -49.6% | +164.5% | -214.1% | -57.9% |
| All | -49.6% | +162.9% | -212.5% | -57.9% |
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