+87.0%
NVO vs USFD
+352.6%
-265.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | +6.5% | +12.3% | -5.8% | +5.2% |
| 3M | -11.8% | -0.7% | -11.1% | -11.8% |
| 6M | -10.3% | +31.3% | -41.6% | -12.9% |
| YTD | -15.2% | +45.7% | -60.9% | -18.9% |
| 1Y | -12.2% | +52.1% | -64.4% | -16.5% |
| 3Y | -55.7% | +158.2% | -213.9% | -60.3% |
| 5Y | -18.7% | +213.8% | -232.5% | -29.1% |
| 10Y | +210.3% | +367.0% | -156.7% | +163.6% |
| All | +87.0% | +352.6% | -265.6% | +61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling