+164.5%
USFD vs NTR
+42.0%
+122.5%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.1% |
| 7D | -3.3% | +3.8% | -7.2% | -3.8% |
| 30D | -5.3% | +25.2% | -30.6% | -8.0% |
| 3M | +18.8% | +21.0% | -2.2% | +15.9% |
| 6M | +14.3% | +7.6% | +6.7% | +13.1% |
| YTD | +36.9% | +32.9% | +4.0% | +30.7% |
| 1Y | +31.7% | +43.1% | -11.3% | +24.1% |
| 3Y | +164.5% | +41.6% | +122.9% | +149.8% |
| All | +164.5% | +42.0% | +122.5% | +149.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling