+717.0%
NVT vs USFD
+204.2%
+512.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +2.9% | +2.8% |
| 7D | +5.1% | -3.0% | +8.1% | +6.5% |
| 30D | -3.7% | +3.5% | -7.2% | -5.4% |
| 3M | -10.1% | +26.6% | -36.7% | -20.4% |
| 6M | +37.5% | +11.7% | +25.8% | +28.8% |
| YTD | +53.7% | +38.1% | +15.6% | +29.0% |
| 1Y | +70.9% | +33.4% | +37.5% | +45.2% |
| 3Y | +180.4% | +155.8% | +24.6% | +75.1% |
| 5Y | +393.5% | +214.0% | +179.4% | +170.6% |
| All | +717.0% | +204.2% | +512.8% | +261.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling