+211.6%
FTI vs USFD
+156.3%
+55.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.2% | +1.9% | +2.0% |
| 7D | +4.3% | +1.7% | +2.6% | +3.9% |
| 30D | -4.7% | +10.2% | -14.8% | -7.4% |
| 3M | -13.5% | -1.5% | -12.0% | -13.2% |
| 6M | -8.7% | +27.3% | -36.1% | -16.3% |
| YTD | +49.0% | +44.0% | +5.0% | +26.2% |
| 1Y | +54.0% | +50.4% | +3.7% | +27.3% |
| 3Y | +211.6% | +153.6% | +58.1% | +90.2% |
| All | +211.6% | +156.3% | +55.4% | +90.2% |
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