+297.5%
FTI vs USFD
+322.5%
-25.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -1.6% |
| 7D | -0.2% | -3.3% | +3.2% | +1.6% |
| 30D | +12.3% | -5.3% | +17.7% | +15.5% |
| 3M | +13.8% | +18.8% | -5.0% | +3.0% |
| 6M | +24.3% | +14.3% | +10.0% | +13.9% |
| YTD | +75.8% | +36.9% | +38.9% | +44.3% |
| 1Y | +99.6% | +31.7% | +67.9% | +66.4% |
| 3Y | +278.4% | +164.5% | +114.0% | +111.1% |
| 5Y | +1,168.7% | +212.6% | +956.1% | +508.1% |
| 10Y | +297.5% | +329.7% | -32.2% | +52.5% |
| All | +297.5% | +322.5% | -25.0% | +52.5% |
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