+512.2%
NVT vs USFD
+220.9%
+291.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +3.5% | -0.2% | +3.6% | +3.8% |
| 30D | -28.2% | +12.3% | -40.5% | -32.6% |
| 3M | -30.1% | -0.7% | -29.4% | -30.6% |
| 6M | -32.5% | +31.3% | -63.7% | -41.8% |
| YTD | +15.2% | +45.7% | -30.5% | -6.6% |
| 1Y | +7.2% | +52.1% | -44.9% | -15.0% |
| 3Y | +134.2% | +158.2% | -24.0% | +44.4% |
| 5Y | +238.3% | +213.8% | +24.6% | +84.6% |
| All | +512.2% | +220.9% | +291.3% | +161.2% |
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