+43.0%
NVTS vs USFD
+165.3%
-122.3%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.4% | +6.7% | +6.5% |
| 7D | +2.7% | -3.0% | +5.7% | +4.0% |
| 30D | -4.5% | +3.5% | -8.0% | -5.9% |
| 3M | -61.5% | +26.6% | -88.1% | -66.7% |
| 6M | +28.0% | +11.7% | +16.3% | +19.4% |
| YTD | +65.3% | +38.1% | +27.1% | +31.2% |
| 1Y | +113.0% | +33.4% | +79.6% | +73.1% |
| All | +43.0% | +165.3% | -122.3% | -33.6% |
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 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