+140.8%
NTAP vs USFD
+163.9%
-23.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | 0.0% | 0.0% |
| 7D | -7.8% | +8.4% | -16.1% | -9.3% |
| 30D | -25.8% | +12.7% | -38.5% | -27.9% |
| 3M | -11.2% | +1.1% | -12.4% | -11.5% |
| 6M | +49.9% | +30.2% | +19.8% | +39.7% |
| YTD | +66.9% | +45.8% | +21.0% | +44.3% |
| 1Y | +58.8% | +51.9% | +6.9% | +34.7% |
| 3Y | +140.8% | +158.5% | -17.6% | +79.5% |
| All | +140.8% | +163.9% | -23.0% | +79.5% |
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