+98.5%
FLEX vs USFD
+34.2%
+64.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.5% |
| 7D | -0.9% | -3.0% | +2.1% | -0.6% |
| 30D | -10.1% | +3.5% | -13.7% | -10.4% |
| 3M | -31.3% | +26.6% | -57.9% | -34.8% |
| 6M | +71.3% | +11.7% | +59.6% | +67.5% |
| YTD | +81.2% | +38.1% | +43.1% | +65.8% |
| 1Y | +98.5% | +33.4% | +65.1% | +80.1% |
| All | +98.5% | +34.2% | +64.3% | +80.1% |
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 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