+48.9%
NVTS vs USFD
+156.3%
-107.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | +3.9% | +1.7% | +2.3% | +3.4% |
| 30D | -4.3% | +10.2% | -14.5% | -7.9% |
| 3M | -34.5% | -1.5% | -33.0% | -34.2% |
| 6M | -57.7% | +27.3% | -85.1% | -62.9% |
| YTD | +25.4% | +44.0% | -18.6% | -0.8% |
| 1Y | +13.1% | +50.4% | -37.2% | -13.1% |
| 3Y | +48.9% | +153.6% | -104.6% | -13.8% |
| All | +48.9% | +156.3% | -107.3% | -13.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling