-25.3%
NVTS vs USFD
+190.6%
-215.9%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -1.4% | -3.7% | -4.1% |
| 7D | +21.6% | +1.3% | +20.3% | +20.8% |
| 30D | -8.5% | +10.6% | -19.1% | -14.9% |
| 3M | -31.4% | -2.4% | -28.9% | -30.5% |
| 6M | -50.3% | +28.9% | -79.3% | -60.3% |
| YTD | +33.9% | +43.7% | -9.8% | -5.1% |
| 1Y | +10.6% | +48.5% | -37.8% | -23.7% |
| 3Y | +52.7% | +154.7% | -102.0% | -37.3% |
| 5Y | -48.5% | +218.4% | -266.9% | -81.7% |
| All | -25.3% | +190.6% | -215.9% | -72.9% |
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