+2,975.0%
FTAI vs USFD
+310.2%
+2,664.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.0% |
| 7D | -9.7% | -8.0% | -1.7% | -5.6% |
| 30D | -20.0% | -13.1% | -6.9% | -13.8% |
| 3M | -20.1% | +6.5% | -26.6% | -23.2% |
| 6M | -33.3% | +5.7% | -39.0% | -35.9% |
| YTD | -8.0% | +27.5% | -35.5% | -20.6% |
| 1Y | +8.0% | +23.4% | -15.5% | -5.6% |
| 3Y | +413.4% | +146.4% | +267.0% | +213.7% |
| 5Y | +858.6% | +196.8% | +661.8% | +415.0% |
| All | +2,975.0% | +310.2% | +2,664.8% | +1,020.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling