+712.5%
NVT vs USFD
+180.9%
+531.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.5% |
| 7D | +2.0% | -8.0% | +10.0% | +5.9% |
| 30D | -7.2% | -13.1% | +5.9% | -1.2% |
| 3M | -0.9% | +6.5% | -7.4% | -4.8% |
| 6M | +42.6% | +5.7% | +36.9% | +36.8% |
| YTD | +52.9% | +27.5% | +25.4% | +33.0% |
| 1Y | +64.5% | +23.4% | +41.0% | +44.8% |
| 3Y | +178.0% | +146.4% | +31.5% | +76.4% |
| 5Y | +402.8% | +196.8% | +206.0% | +182.7% |
| All | +712.5% | +180.9% | +531.6% | +272.1% |
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 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