+376.0%
FTAI vs USFD
+163.9%
+212.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.1% | -5.1% | -5.2% |
| 7D | -6.1% | +8.4% | -14.5% | -10.6% |
| 30D | +10.9% | +12.7% | -1.9% | +2.8% |
| 3M | -12.1% | +1.1% | -13.3% | -12.9% |
| 6M | -30.0% | +30.2% | -60.2% | -41.8% |
| YTD | -3.7% | +45.8% | -49.6% | -28.0% |
| 1Y | +14.8% | +51.9% | -37.1% | -17.3% |
| 3Y | +376.0% | +158.5% | +217.5% | +152.6% |
| All | +376.0% | +163.9% | +212.1% | +152.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling