+69.2%
FTNT vs USFD
+188.3%
-119.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -2.9% |
| 7D | -12.7% | +3.0% | -15.6% | -13.7% |
| 30D | -37.2% | +11.1% | -48.3% | -39.8% |
| 3M | -25.8% | -0.3% | -25.5% | -26.2% |
| 6M | +32.1% | +15.9% | +16.2% | +22.6% |
| YTD | +49.7% | +41.6% | +8.0% | +22.5% |
| 1Y | +47.6% | +49.4% | -1.8% | +17.0% |
| 3Y | +137.2% | +157.8% | -20.6% | +40.6% |
| All | +69.2% | +188.3% | -119.1% | -10.1% |
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