+2,161.1%
FTNT vs USFD
+329.0%
+1,832.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -5.8% | -3.0% | -2.8% | -5.2% |
| 30D | -4.8% | +3.5% | -8.3% | -5.8% |
| 3M | +4.4% | +26.6% | -22.1% | -2.2% |
| 6M | +88.8% | +11.7% | +77.1% | +81.4% |
| YTD | +96.8% | +38.1% | +58.7% | +76.7% |
| 1Y | +104.5% | +33.4% | +71.1% | +85.1% |
| 3Y | +156.8% | +155.8% | +0.9% | +94.2% |
| 5Y | +144.1% | +214.0% | -70.0% | +73.8% |
| 10Y | +2,021.8% | +320.4% | +1,701.4% | +1,188.5% |
| All | +2,161.1% | +329.0% | +1,832.1% | +1,281.6% |
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