+498.0%
NTRA vs USFD
+162.9%
+335.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.9% |
| 7D | +1.1% | -3.3% | +4.4% | +2.3% |
| 30D | +0.6% | -5.3% | +6.0% | +2.7% |
| 3M | +51.8% | +18.8% | +33.1% | +41.2% |
| 6M | +63.6% | +14.3% | +49.3% | +54.1% |
| YTD | +41.5% | +36.9% | +4.6% | +19.2% |
| 1Y | +93.6% | +31.7% | +61.9% | +66.2% |
| 3Y | +498.0% | +164.5% | +333.6% | +198.2% |
| All | +498.0% | +162.9% | +335.1% | +198.2% |
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 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