+212.6%
USFD vs NTR
+51.1%
+161.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.2% |
| 7D | -3.3% | +3.8% | -7.2% | -4.0% |
| 30D | -5.3% | +25.2% | -30.6% | -9.2% |
| 3M | +18.8% | +21.0% | -2.2% | +14.4% |
| 6M | +14.3% | +7.6% | +6.7% | +12.2% |
| YTD | +36.9% | +32.9% | +4.0% | +28.4% |
| 1Y | +31.7% | +43.1% | -11.3% | +21.3% |
| 3Y | +164.5% | +41.6% | +122.9% | +140.6% |
| 5Y | +212.6% | +54.8% | +157.8% | +133.9% |
| All | +212.6% | +51.1% | +161.5% | +133.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling