+2,047.4%
FTNT vs USFD
+326.4%
+1,721.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -5.8% | -3.0% | -2.8% | -5.2% |
| 30D | -4.8% | +3.5% | -8.3% | -5.8% |
| 3M | +4.4% | +26.6% | -22.1% | -2.2% |
| 6M | +88.8% | +11.7% | +77.1% | +81.3% |
| YTD | +96.8% | +38.1% | +58.7% | +76.5% |
| 1Y | +104.5% | +33.4% | +71.1% | +84.9% |
| 3Y | +156.8% | +155.8% | +0.9% | +93.6% |
| 5Y | +144.1% | +214.0% | -70.0% | +73.2% |
| All | +2,047.4% | +326.4% | +1,721.0% | +1,123.4% |
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