+112.0%
NVO vs USFD
+329.0%
-217.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.6% | -1.9% |
| 7D | +2.2% | -3.0% | +5.2% | +2.5% |
| 30D | +6.0% | +3.5% | +2.5% | +5.6% |
| 3M | +7.9% | +26.6% | -18.7% | +5.2% |
| 6M | +27.1% | +11.7% | +15.4% | +25.4% |
| YTD | -3.8% | +38.1% | -42.0% | -7.4% |
| 1Y | -12.8% | +33.4% | -46.2% | -15.9% |
| 3Y | -46.3% | +155.8% | -202.1% | -51.8% |
| 5Y | +3.6% | +214.0% | -210.4% | -9.5% |
| 10Y | +157.0% | +320.4% | -163.3% | +123.8% |
| All | +112.0% | +329.0% | -217.0% | +84.1% |
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 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