-25.2%
NVTS vs USFD
+195.1%
-220.3%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +3.1% | +8.2% | +9.1% |
| 7D | +20.8% | +3.9% | +16.9% | +17.9% |
| 30D | -11.1% | +12.8% | -24.0% | -18.5% |
| 3M | -31.0% | +1.0% | -32.0% | -31.8% |
| 6M | -47.4% | +30.3% | -77.6% | -58.3% |
| YTD | +34.2% | +46.0% | -11.8% | -5.9% |
| 1Y | +22.2% | +49.6% | -27.4% | -16.4% |
| 3Y | +68.4% | +166.3% | -97.9% | -33.3% |
| 5Y | -39.0% | +208.4% | -247.4% | -78.3% |
| All | -25.2% | +195.1% | -220.3% | -73.2% |
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