+135.6%
NTAP vs USFD
+159.2%
-23.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -15.1% | +3.0% | -18.0% | -15.6% |
| 30D | -28.1% | +11.1% | -39.1% | -29.9% |
| 3M | -11.4% | -0.3% | -11.2% | -11.5% |
| 6M | +52.2% | +15.9% | +36.3% | +46.0% |
| YTD | +60.4% | +41.6% | +18.8% | +39.6% |
| 1Y | +51.0% | +49.4% | +1.6% | +28.1% |
| 3Y | +135.6% | +157.8% | -22.3% | +75.0% |
| All | +135.6% | +159.2% | -23.7% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling