+96.0%
FTNT vs USFD
+32.2%
+63.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.4% |
| 7D | -2.7% | -3.3% | +0.6% | -3.8% |
| 30D | -1.4% | -5.3% | +4.0% | -3.1% |
| 3M | +10.1% | +18.8% | -8.7% | +17.4% |
| 6M | +88.2% | +14.3% | +73.9% | +99.2% |
| YTD | +98.3% | +36.9% | +61.4% | +104.5% |
| 1Y | +96.0% | +31.7% | +64.2% | +104.9% |
| All | +96.0% | +32.2% | +63.8% | +104.9% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling