+572.0%
NTAP vs USFD
+369.7%
+202.3%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -15.1% | +3.0% | -18.0% | -15.9% |
| 30D | -28.1% | +11.1% | -39.1% | -30.3% |
| 3M | -11.4% | -0.3% | -11.2% | -11.7% |
| 6M | +52.2% | +15.9% | +36.3% | +45.1% |
| YTD | +60.4% | +41.6% | +18.8% | +43.3% |
| 1Y | +51.0% | +49.4% | +1.6% | +32.7% |
| 3Y | +135.6% | +157.8% | -22.3% | +77.7% |
| 5Y | +107.5% | +176.6% | -69.1% | +50.9% |
| All | +572.0% | +369.7% | +202.3% | +376.2% |
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