+576.6%
NTAP vs USFD
+368.6%
+207.9%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +3.3% |
| 7D | -5.0% | +3.9% | -8.9% | -6.0% |
| 30D | -25.8% | +12.8% | -38.6% | -28.3% |
| 3M | -6.9% | +1.0% | -7.9% | -7.5% |
| 6M | +50.0% | +30.3% | +19.7% | +38.8% |
| YTD | +66.9% | +46.0% | +21.0% | +47.9% |
| 1Y | +58.3% | +49.6% | +8.6% | +39.2% |
| 3Y | +145.1% | +166.3% | -21.1% | +83.4% |
| 5Y | +114.2% | +208.4% | -94.2% | +51.8% |
| 10Y | +576.6% | +371.2% | +205.3% | +374.1% |
| All | +576.6% | +368.6% | +207.9% | +374.1% |
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