+338.3%
FTI vs USFD
+329.0%
+9.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +5.3% | -3.0% | +8.3% | +6.9% |
| 30D | +15.3% | +3.5% | +11.8% | +12.9% |
| 3M | +15.8% | +26.6% | -10.8% | +1.4% |
| 6M | +22.6% | +11.7% | +10.9% | +13.8% |
| YTD | +79.5% | +38.1% | +41.4% | +46.8% |
| 1Y | +102.0% | +33.4% | +68.6% | +67.5% |
| 3Y | +315.8% | +155.8% | +160.0% | +136.9% |
| 5Y | +1,129.5% | +214.0% | +915.5% | +490.6% |
| 10Y | +320.9% | +320.4% | +0.6% | +58.2% |
| All | +338.3% | +329.0% | +9.2% | +67.3% |
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