+589.7%
NTAP vs USFD
+375.5%
+214.2%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.1% | +4.1% |
| 7D | -2.4% | -0.2% | -2.3% | -2.3% |
| 30D | -23.4% | +12.3% | -35.8% | -26.0% |
| 3M | -7.5% | -0.7% | -6.8% | -7.7% |
| 6M | +56.4% | +31.3% | +25.1% | +44.4% |
| YTD | +73.6% | +45.7% | +27.9% | +53.9% |
| 1Y | +68.4% | +52.1% | +16.3% | +47.4% |
| 3Y | +150.6% | +158.2% | -7.7% | +89.0% |
| 5Y | +122.5% | +213.8% | -91.3% | +57.1% |
| 10Y | +589.7% | +367.0% | +222.7% | +383.4% |
| All | +589.7% | +375.5% | +214.2% | +383.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling