+191.2%
NVT vs USFD
+162.9%
+28.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.9% | +5.1% | +4.6% |
| 7D | +10.4% | -3.3% | +13.7% | +11.9% |
| 30D | -1.3% | -5.3% | +4.0% | +0.9% |
| 3M | -0.6% | +18.8% | -19.4% | -9.4% |
| 6M | +53.8% | +14.3% | +39.5% | +42.2% |
| YTD | +60.2% | +36.9% | +23.3% | +31.3% |
| 1Y | +76.8% | +31.7% | +45.1% | +47.8% |
| 3Y | +191.2% | +164.5% | +26.8% | +67.9% |
| All | +191.2% | +162.9% | +28.3% | +67.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling