+1,828.7%
FTNT vs USFD
+368.6%
+1,460.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +2.3% |
| 7D | -3.0% | +3.9% | -6.9% | -4.0% |
| 30D | -37.1% | +12.8% | -50.0% | -39.2% |
| 3M | -23.3% | +1.0% | -24.3% | -23.8% |
| 6M | +7.4% | +30.3% | -22.9% | -0.6% |
| YTD | +54.2% | +46.0% | +8.3% | +36.0% |
| 1Y | +49.7% | +49.6% | +0.1% | +30.9% |
| 3Y | +146.6% | +166.3% | -19.7% | +84.2% |
| 5Y | +75.4% | +208.4% | -133.0% | +24.8% |
| 10Y | +1,828.7% | +371.2% | +1,457.4% | +980.2% |
| All | +1,828.7% | +368.6% | +1,460.0% | +980.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling