+1,619.3%
FTNT vs USFD
+339.9%
+1,279.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | -12.7% | +3.0% | -15.6% | -13.4% |
| 30D | -37.2% | +11.1% | -48.3% | -39.0% |
| 3M | -25.8% | -0.3% | -25.5% | -26.1% |
| 6M | +32.1% | +15.9% | +16.2% | +25.6% |
| YTD | +49.7% | +41.6% | +8.0% | +33.0% |
| 1Y | +47.6% | +49.4% | -1.8% | +29.0% |
| 3Y | +137.2% | +157.8% | -20.6% | +78.8% |
| 5Y | +74.2% | +176.6% | -102.5% | +27.0% |
| 10Y | +1,824.2% | +375.4% | +1,448.9% | +1,054.7% |
| All | +1,619.3% | +339.9% | +1,279.5% | +939.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling