+25.0%
FLEX vs USFD
+49.6%
-24.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +8.5% | -20.8% | -11.9% |
| 7D | -17.0% | +7.8% | -24.8% | -16.7% |
| 30D | -33.8% | +16.2% | -50.0% | -34.2% |
| 3M | -39.0% | +11.0% | -50.0% | -39.1% |
| 6M | -15.9% | +20.7% | -36.6% | -17.8% |
| YTD | +27.8% | +46.0% | -18.1% | +14.9% |
| 1Y | +25.0% | +49.8% | -24.8% | +10.6% |
| All | +25.0% | +49.6% | -24.6% | +10.6% |
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 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