+489.9%
NVT vs USFD
+221.2%
+268.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -13.0% | +8.4% | -21.4% | -16.5% |
| 30D | -32.7% | +12.7% | -45.5% | -36.9% |
| 3M | -30.6% | +1.1% | -31.7% | -31.7% |
| 6M | -33.6% | +30.2% | -63.8% | -42.6% |
| YTD | +11.0% | +45.8% | -34.8% | -10.0% |
| 1Y | +0.8% | +51.9% | -51.2% | -20.0% |
| 3Y | +125.7% | +158.5% | -32.8% | +39.1% |
| 5Y | +231.1% | +208.0% | +23.1% | +82.2% |
| All | +489.9% | +221.2% | +268.7% | +151.6% |
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