-42.8%
NVTS vs USFD
+188.3%
-231.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.2% | +9.7% | +9.7% |
| 7D | +1.5% | +3.0% | -1.4% | -0.5% |
| 30D | -23.8% | +11.1% | -34.9% | -29.5% |
| 3M | -30.6% | -0.3% | -30.3% | -30.8% |
| 6M | -48.4% | +15.9% | -64.3% | -55.5% |
| YTD | +20.6% | +41.6% | -21.0% | -14.2% |
| 1Y | -2.5% | +49.4% | -51.9% | -34.3% |
| 3Y | +44.0% | +157.8% | -113.9% | -42.6% |
| All | -42.8% | +188.3% | -231.1% | -80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling