+175.1%
NTRA vs USFD
+197.4%
-22.3%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.5% | +7.4% | +4.6% |
| 7D | +1.6% | -7.0% | +8.6% | +5.1% |
| 30D | +3.8% | -10.3% | +14.0% | +9.2% |
| 3M | +48.2% | +9.2% | +39.1% | +40.5% |
| 6M | +61.0% | +7.4% | +53.5% | +53.2% |
| YTD | +44.2% | +29.4% | +14.8% | +21.5% |
| 1Y | +87.3% | +24.8% | +62.4% | +60.3% |
| 3Y | +509.4% | +150.0% | +359.4% | +240.3% |
| 5Y | +175.1% | +195.5% | -20.4% | +50.7% |
| All | +175.1% | +197.4% | -22.3% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling