+567.5%
NTRA vs USFD
+163.9%
+403.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -19.7% | +8.4% | -28.1% | -21.5% |
| 30D | -22.1% | +12.7% | -34.9% | -25.0% |
| 3M | -2.0% | +1.1% | -3.1% | -2.3% |
| 6M | +60.6% | +30.2% | +30.5% | +45.6% |
| YTD | +36.2% | +45.8% | -9.7% | +13.9% |
| 1Y | +51.0% | +51.9% | -1.0% | +23.3% |
| 3Y | +567.5% | +158.5% | +409.0% | +317.6% |
| All | +567.5% | +163.9% | +403.6% | +317.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling