+46.8%
FTI vs USFD
+49.7%
-3.0%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.3% | +0.8% |
| 7D | -4.3% | +3.9% | -8.2% | -4.0% |
| 30D | -8.0% | +12.8% | -20.9% | -7.7% |
| 3M | -8.0% | +1.0% | -9.0% | -7.5% |
| 6M | -8.7% | +30.3% | -38.9% | -8.7% |
| YTD | +43.9% | +46.0% | -2.1% | +40.4% |
| All | +46.8% | +49.7% | -3.0% | +42.7% |
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