+56.0%
FTNT vs USFD
+52.5%
+3.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.6% |
| 7D | -1.0% | -0.2% | -0.8% | -1.2% |
| 30D | -33.6% | +12.3% | -45.9% | -30.3% |
| 3M | -20.9% | -0.7% | -20.2% | -21.0% |
| 6M | +11.0% | +31.3% | -20.3% | +26.5% |
| YTD | +61.3% | +45.7% | +15.6% | +78.8% |
| All | +56.0% | +52.5% | +3.5% | +71.5% |
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