+68.4%
NTAP vs USFD
+51.3%
+17.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.1% | +4.0% |
| 7D | -2.4% | -0.2% | -2.3% | -2.5% |
| 30D | -23.4% | +12.3% | -35.8% | -23.0% |
| 3M | -7.5% | -0.7% | -6.8% | -7.5% |
| 6M | +56.4% | +31.3% | +25.1% | +59.5% |
| YTD | +73.6% | +45.7% | +27.9% | +65.7% |
| 1Y | +68.4% | +52.1% | +16.3% | +58.3% |
| All | +68.4% | +51.3% | +17.1% | +58.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling