+127.9%
NTAP vs USFD
+215.4%
-87.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +7.2% | +1.7% | +5.5% | +6.6% |
| 30D | -18.4% | +10.2% | -28.5% | -21.3% |
| 3M | -11.3% | -1.5% | -9.8% | -11.2% |
| 6M | +53.8% | +27.3% | +26.4% | +39.8% |
| YTD | +72.0% | +44.0% | +28.0% | +45.4% |
| 1Y | +68.0% | +50.4% | +17.7% | +39.3% |
| 3Y | +149.5% | +153.6% | -4.1% | +64.2% |
| All | +127.9% | +215.4% | -87.5% | +33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling