+237.9%
USFD vs NTR
+81.1%
+156.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.1% |
| 7D | +1.3% | -1.4% | +2.7% | +1.9% |
| 30D | +10.6% | +2.2% | +8.4% | +9.6% |
| 3M | -2.4% | +6.8% | -9.3% | -5.6% |
| 6M | +28.9% | +0.6% | +28.3% | +27.3% |
| YTD | +43.7% | +18.2% | +25.5% | +29.3% |
| 1Y | +48.5% | +21.3% | +27.2% | +31.6% |
| 3Y | +154.7% | +46.6% | +108.1% | +96.0% |
| 5Y | +218.4% | +21.3% | +197.1% | +127.3% |
| All | +237.9% | +81.1% | +156.8% | +37.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling