+150.0%
USFD vs NTRS
+161.8%
-11.8%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.1% | -5.4% | -5.4% |
| 7D | -7.0% | +0.9% | -7.9% | -7.2% |
| 30D | -10.3% | -1.2% | -9.1% | -10.0% |
| 3M | +9.2% | +8.8% | +0.4% | +6.4% |
| 6M | +7.4% | +34.7% | -27.3% | -2.3% |
| YTD | +29.4% | +37.2% | -7.9% | +16.3% |
| 1Y | +24.8% | +46.3% | -21.5% | +9.5% |
| All | +150.0% | +161.8% | -11.8% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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