+89.2%
NTRA vs USFD
+22.2%
+67.0%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +0.9% |
| 7D | +0.2% | -8.4% | +8.6% | +0.7% |
| 30D | +4.1% | -14.1% | +18.2% | +5.0% |
| 3M | +50.0% | +4.5% | +45.5% | +49.9% |
| 6M | +67.3% | +4.4% | +62.9% | +67.0% |
| YTD | +43.6% | +26.6% | +17.0% | +38.8% |
| 1Y | +89.2% | +19.4% | +69.9% | +81.2% |
| All | +89.2% | +22.2% | +67.0% | +81.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling