+313.8%
USFD vs NTRS
+231.2%
+82.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.4% |
| 7D | -3.3% | +1.7% | -5.0% | -4.3% |
| 30D | -5.3% | +0.1% | -5.5% | -5.5% |
| 3M | +18.8% | +9.8% | +8.9% | +12.2% |
| 6M | +14.3% | +34.7% | -20.4% | -4.4% |
| YTD | +36.9% | +37.4% | -0.5% | +12.2% |
| 1Y | +31.7% | +48.2% | -16.4% | +3.0% |
| 3Y | +164.5% | +163.5% | +1.0% | +40.7% |
| 5Y | +212.6% | +88.2% | +124.4% | +99.1% |
| 10Y | +329.7% | +246.8% | +82.9% | +117.5% |
| All | +313.8% | +231.2% | +82.7% | +107.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling