+48.8%
FTNT vs USFD
+49.7%
-0.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.1% | 0.0% | +4.2% |
| 7D | -3.0% | +3.9% | -6.9% | -1.7% |
| 30D | -37.1% | +12.8% | -50.0% | -33.9% |
| 3M | -23.3% | +1.0% | -24.3% | -22.9% |
| 6M | +7.4% | +30.3% | -22.9% | +22.1% |
| YTD | +54.2% | +46.0% | +8.3% | +71.7% |
| All | +48.8% | +49.7% | -0.9% | +64.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling