+1,133.2%
FTI vs USFD
+215.8%
+917.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | +5.3% | -3.0% | +8.3% | +6.3% |
| 30D | +15.3% | +3.5% | +11.8% | +13.7% |
| 3M | +15.8% | +26.6% | -10.8% | +6.0% |
| 6M | +22.6% | +11.7% | +10.9% | +16.9% |
| YTD | +79.5% | +38.1% | +41.4% | +56.3% |
| 1Y | +102.0% | +33.4% | +68.6% | +77.8% |
| 3Y | +315.8% | +155.8% | +160.0% | +183.2% |
| All | +1,133.2% | +215.8% | +917.4% | +651.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling