+565.2%
FLEX vs USFD
+369.7%
+195.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.7% | +4.6% |
| 7D | -19.3% | +3.0% | -22.3% | -21.1% |
| 30D | -41.5% | +11.1% | -52.6% | -45.0% |
| 3M | -43.1% | -0.3% | -42.8% | -43.7% |
| 6M | -48.2% | +15.9% | -64.1% | -53.1% |
| YTD | +15.5% | +41.6% | -26.1% | -6.4% |
| 1Y | +10.2% | +49.4% | -39.2% | -13.2% |
| 3Y | +256.8% | +157.8% | +99.0% | +113.2% |
| 5Y | +408.2% | +176.6% | +231.6% | +186.3% |
| All | +565.2% | +369.7% | +195.5% | +142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling