+165.1%
USFD vs NVMI
+198.0%
-32.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -0.8% |
| 7D | -3.0% | +6.6% | -9.6% | -3.5% |
| 30D | +3.5% | -7.5% | +11.1% | +4.1% |
| 3M | +26.6% | -28.5% | +55.1% | +29.4% |
| 6M | +11.7% | -15.7% | +27.4% | +11.9% |
| YTD | +38.1% | +13.3% | +24.8% | +33.1% |
| 1Y | +33.4% | +48.3% | -14.9% | +24.0% |
| All | +165.1% | +198.0% | -32.8% | +111.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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