+147.5%
NTAP vs USFD
+156.9%
-9.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -0.8% | -3.0% | +2.2% | 0.0% |
| 30D | -0.5% | +3.5% | -4.1% | -1.5% |
| 3M | +4.1% | +26.6% | -22.5% | -2.5% |
| 6M | +88.0% | +11.7% | +76.3% | +81.8% |
| YTD | +75.6% | +38.1% | +37.4% | +54.4% |
| 1Y | +58.9% | +33.4% | +25.5% | +41.6% |
| All | +147.5% | +156.9% | -9.3% | +77.1% |
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 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