+2,267.1%
NTRA vs USFD
+353.0%
+1,914.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -19.7% | +8.4% | -28.1% | -22.3% |
| 30D | -22.1% | +12.7% | -34.9% | -26.1% |
| 3M | -2.0% | +1.1% | -3.1% | -3.1% |
| 6M | +60.6% | +30.2% | +30.5% | +42.2% |
| YTD | +36.2% | +45.8% | -9.7% | +13.4% |
| 1Y | +51.0% | +51.9% | -1.0% | +23.4% |
| 3Y | +567.5% | +158.5% | +409.0% | +332.9% |
| 5Y | +191.6% | +208.0% | -16.5% | +73.9% |
| 10Y | +2,914.3% | +376.6% | +2,537.7% | +1,236.3% |
| All | +2,267.1% | +353.0% | +1,914.1% | +884.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling