+89.8%
FTNT vs USFD
+215.4%
-125.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +7.1% | +1.7% | +5.4% | +6.4% |
| 30D | -30.9% | +10.2% | -41.0% | -33.5% |
| 3M | -23.1% | -1.5% | -21.6% | -23.1% |
| 6M | +8.1% | +27.3% | -19.3% | -3.0% |
| YTD | +60.2% | +44.0% | +16.2% | +30.2% |
| 1Y | +57.0% | +50.4% | +6.7% | +24.3% |
| 3Y | +152.9% | +153.6% | -0.6% | +51.0% |
| All | +89.8% | +215.4% | -125.6% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling