+410.8%
NVT vs USFD
+197.4%
+213.4%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.5% | +3.0% | -0.2% |
| 7D | +7.0% | -7.0% | +14.0% | +10.3% |
| 30D | -2.3% | -10.3% | +8.0% | +2.2% |
| 3M | -3.1% | +9.2% | -12.3% | -8.0% |
| 6M | +47.0% | +7.4% | +39.6% | +40.1% |
| YTD | +56.2% | +29.4% | +26.8% | +34.5% |
| 1Y | +74.5% | +24.8% | +49.7% | +52.4% |
| 3Y | +184.0% | +150.0% | +34.0% | +79.4% |
| 5Y | +410.8% | +195.5% | +215.3% | +180.1% |
| All | +410.8% | +197.4% | +213.4% | +180.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling