+501.5%
NVT vs USFD
+217.1%
+284.4%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +8.0% | +1.7% | +6.3% | +7.3% |
| 30D | -24.8% | +10.2% | -34.9% | -28.7% |
| 3M | -32.4% | -1.5% | -30.9% | -32.7% |
| 6M | -33.5% | +27.3% | -60.8% | -41.9% |
| YTD | +13.2% | +44.0% | -30.8% | -7.8% |
| 1Y | +9.0% | +50.4% | -41.4% | -13.1% |
| 3Y | +129.4% | +153.6% | -24.2% | +42.6% |
| 5Y | +230.1% | +219.0% | +11.1% | +78.8% |
| All | +501.5% | +217.1% | +284.4% | +158.0% |
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