+58.9%
NTAP vs USFD
+49.7%
+9.2%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.1% | +1.0% | +4.2% |
| 7D | -5.0% | +3.9% | -8.9% | -4.6% |
| 30D | -25.8% | +12.8% | -38.6% | -25.3% |
| 3M | -6.9% | +1.0% | -7.9% | -6.7% |
| 6M | +50.0% | +30.3% | +19.7% | +52.8% |
| YTD | +66.9% | +46.0% | +21.0% | +59.1% |
| All | +58.9% | +49.7% | +9.2% | +49.2% |
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 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