+24.8%
USFD vs NTR
+42.7%
-17.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -7.0% | +0.5% | -7.5% | -7.0% |
| 30D | -10.3% | +21.7% | -32.0% | -11.2% |
| 3M | +9.2% | +22.8% | -13.6% | +8.0% |
| 6M | +7.4% | +8.2% | -0.8% | +7.4% |
| YTD | +29.4% | +32.9% | -3.5% | +25.9% |
| 1Y | +24.8% | +45.3% | -20.5% | +21.0% |
| All | +24.8% | +42.7% | -17.8% | +21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling