+51.0%
NTAP vs USFD
+46.1%
+4.9%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -15.1% | +3.0% | -18.0% | -14.7% |
| 30D | -28.1% | +11.1% | -39.1% | -27.7% |
| 3M | -11.4% | -0.3% | -11.2% | -11.3% |
| 6M | +52.2% | +15.9% | +36.3% | +54.3% |
| YTD | +60.4% | +41.6% | +18.8% | +53.6% |
| 1Y | +51.0% | +49.4% | +1.6% | +42.1% |
| All | +51.0% | +46.1% | +4.9% | +42.1% |
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 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