+303.6%
FTI vs USFD
+156.9%
+146.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +5.3% | -3.0% | +8.3% | +6.2% |
| 30D | +15.3% | +3.5% | +11.8% | +13.9% |
| 3M | +15.8% | +26.6% | -10.8% | +6.5% |
| 6M | +22.6% | +11.7% | +10.9% | +17.4% |
| YTD | +79.5% | +38.1% | +41.4% | +55.1% |
| 1Y | +102.0% | +33.4% | +68.6% | +77.0% |
| All | +303.6% | +156.9% | +146.8% | +170.6% |
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