+204.2%
USFD vs NTR
+103.7%
+100.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -7.0% | +0.5% | -7.5% | -7.2% |
| 30D | -10.3% | +21.7% | -32.0% | -17.9% |
| 3M | +9.2% | +22.8% | -13.6% | -0.9% |
| 6M | +7.4% | +8.2% | -0.8% | +2.0% |
| YTD | +29.4% | +32.9% | -3.5% | +10.8% |
| 1Y | +24.8% | +45.3% | -20.5% | +1.5% |
| 3Y | +150.0% | +41.7% | +108.3% | +98.1% |
| 5Y | +195.5% | +49.8% | +145.7% | +85.3% |
| All | +204.2% | +103.7% | +100.5% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling