+180.2%
FTI vs USFD
+368.6%
-188.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.3% | -0.9% |
| 7D | -4.3% | +3.9% | -8.2% | -6.6% |
| 30D | -8.0% | +12.8% | -20.9% | -14.4% |
| 3M | -8.0% | +1.0% | -9.0% | -9.6% |
| 6M | -8.7% | +30.3% | -38.9% | -22.3% |
| YTD | +43.9% | +46.0% | -2.1% | +12.9% |
| 1Y | +49.8% | +49.6% | +0.2% | +15.6% |
| 3Y | +211.7% | +166.3% | +45.4% | +72.2% |
| 5Y | +781.6% | +208.4% | +573.2% | +324.9% |
| 10Y | +180.2% | +371.2% | -191.1% | +4.3% |
| All | +180.2% | +368.6% | -188.5% | +4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling