+195.5%
USFD vs NVMI
+274.3%
-78.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.9% | -4.6% | -5.3% |
| 7D | -7.0% | +6.9% | -13.9% | -8.0% |
| 30D | -10.3% | -2.8% | -7.4% | -10.0% |
| 3M | +9.2% | -27.3% | +36.5% | +13.8% |
| 6M | +7.4% | -13.7% | +21.1% | +7.3% |
| YTD | +29.4% | +13.8% | +15.5% | +21.2% |
| 1Y | +24.8% | +34.9% | -10.0% | +11.8% |
| 3Y | +150.0% | +213.5% | -63.5% | +62.7% |
| 5Y | +195.5% | +272.5% | -77.0% | +84.4% |
| All | +195.5% | +274.3% | -78.9% | +84.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling