+153.1%
USFD vs NVDX
+280.8%
-127.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -9.0% | +7.6% | -1.0% |
| 7D | +1.3% | -17.5% | +18.9% | +2.0% |
| 30D | +10.6% | -49.2% | +59.8% | +13.2% |
| 3M | -2.4% | -49.3% | +46.9% | -0.2% |
| 6M | +28.9% | -52.0% | +80.9% | +31.7% |
| YTD | +43.7% | -39.1% | +82.8% | +44.1% |
| 1Y | +48.5% | -45.8% | +94.3% | +49.6% |
| All | +153.1% | +280.8% | -127.7% | +131.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling