+2,390.0%
NTRA vs USFD
+329.0%
+2,061.0%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.3% |
| 7D | +0.6% | -3.0% | +3.6% | +1.8% |
| 30D | +19.5% | +3.5% | +16.0% | +17.7% |
| 3M | +47.8% | +26.6% | +21.2% | +33.4% |
| 6M | +61.6% | +11.7% | +49.9% | +53.2% |
| YTD | +43.3% | +38.1% | +5.1% | +22.8% |
| 1Y | +97.0% | +33.4% | +63.6% | +70.8% |
| 3Y | +424.9% | +155.8% | +269.1% | +244.5% |
| 5Y | +165.2% | +214.0% | -48.9% | +57.8% |
| 10Y | +3,114.3% | +320.4% | +2,793.9% | +1,279.6% |
| All | +2,390.0% | +329.0% | +2,061.0% | +965.8% |
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