+54.6%
FTI vs USFD
+49.6%
+5.0%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.5% | -11.8% | -2.9% |
| 7D | -9.7% | +7.8% | -17.5% | -9.3% |
| 30D | -8.2% | +16.2% | -24.4% | -7.9% |
| 3M | -7.8% | +11.0% | -18.8% | -7.6% |
| 6M | -13.4% | +20.7% | -34.1% | -13.1% |
| YTD | +45.1% | +46.0% | -0.9% | +42.1% |
| 1Y | +54.6% | +49.8% | +4.8% | +51.3% |
| All | +54.6% | +49.6% | +5.0% | +51.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling