+2,650.8%
NTRA vs USFD
+359.9%
+2,290.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.2% | -1.4% | -1.3% |
| 7D | +2.7% | +1.7% | +1.0% | +2.0% |
| 30D | -19.2% | +10.2% | -29.3% | -22.6% |
| 3M | +2.7% | -1.5% | +4.2% | +2.6% |
| 6M | +63.4% | +27.3% | +36.0% | +45.6% |
| YTD | +39.3% | +44.0% | -4.7% | +16.1% |
| 1Y | +59.0% | +50.4% | +8.7% | +29.9% |
| 3Y | +557.4% | +153.6% | +403.8% | +325.7% |
| 5Y | +177.4% | +219.0% | -41.6% | +61.6% |
| All | +2,650.8% | +359.9% | +2,290.9% | +1,013.8% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 10y: compounded portfolio wealth divided by compounded USFD 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…
10y analysis · Full analysis span regression · 6 months rolling