+2,350.2%
NTRA vs USFD
+346.4%
+2,003.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.3% | +1.5% |
| 7D | -11.2% | +1.3% | -12.5% | -11.7% |
| 30D | -18.4% | +10.6% | -28.9% | -21.9% |
| 3M | +2.2% | -2.4% | +4.6% | +2.5% |
| 6M | +58.1% | +28.9% | +29.2% | +40.5% |
| YTD | +41.0% | +43.7% | -2.8% | +18.1% |
| 1Y | +54.1% | +48.5% | +5.7% | +27.1% |
| 3Y | +590.9% | +154.7% | +436.2% | +350.7% |
| 5Y | +180.7% | +218.4% | -37.7% | +65.6% |
| 10Y | +2,796.3% | +360.6% | +2,435.7% | +1,182.8% |
| All | +2,350.2% | +346.4% | +2,003.8% | +924.7% |
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 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