+155.8%
USFD vs NVDX
+774.9%
-619.0%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.4% | +3.0% | -1.2% |
| 7D | -8.0% | -8.6% | +0.6% | -7.6% |
| 30D | -13.1% | -1.4% | -11.6% | -13.1% |
| 3M | +6.5% | +10.6% | -4.1% | +5.6% |
| 6M | +5.7% | +20.2% | -14.4% | +3.7% |
| YTD | +27.5% | +11.8% | +15.7% | +25.2% |
| 1Y | +23.4% | +12.9% | +10.5% | +20.4% |
| All | +155.8% | +774.9% | -619.0% | +110.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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