+248.7%
FTI vs USFD
+339.9%
-91.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.2% |
| 7D | -7.6% | +3.0% | -10.6% | -9.5% |
| 30D | -7.1% | +11.1% | -18.2% | -12.8% |
| 3M | -8.7% | -0.3% | -8.4% | -9.7% |
| 6M | -14.0% | +15.9% | -29.9% | -22.0% |
| YTD | +42.8% | +41.6% | +1.2% | +14.1% |
| 1Y | +50.4% | +49.4% | +1.0% | +16.2% |
| 3Y | +194.1% | +157.8% | +36.3% | +65.9% |
| 5Y | +775.2% | +176.6% | +598.6% | +350.6% |
| 10Y | +189.2% | +375.4% | -186.2% | +3.8% |
| All | +248.7% | +339.9% | -91.2% | +30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling