-18.7%
NVO vs USFD
+207.9%
-226.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | +6.5% | +12.3% | -5.8% | +4.0% |
| 3M | -11.8% | -0.7% | -11.1% | -11.8% |
| 6M | -10.3% | +31.3% | -41.6% | -15.2% |
| YTD | -15.2% | +45.7% | -60.9% | -22.2% |
| 1Y | -12.2% | +52.1% | -64.4% | -20.3% |
| 3Y | -55.7% | +158.2% | -213.9% | -65.0% |
| 5Y | -18.7% | +213.8% | -232.5% | -40.1% |
| All | -18.7% | +207.9% | -226.7% | -40.1% |
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