-6.3%
NVTS vs USFD
+176.8%
-183.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.3% |
| 7D | +9.7% | -3.3% | +13.0% | +12.3% |
| 30D | -13.6% | -5.3% | -8.3% | -10.3% |
| 3M | -51.0% | +18.8% | -69.8% | -58.0% |
| 6M | +46.3% | +14.3% | +32.1% | +27.9% |
| YTD | +68.1% | +36.9% | +31.2% | +23.7% |
| 1Y | +113.9% | +31.7% | +82.2% | +61.9% |
| 3Y | +45.3% | +164.5% | -119.2% | -42.8% |
| All | -6.3% | +176.8% | -183.0% | -64.7% |
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