+644.7%
FLEX vs USFD
+359.1%
+285.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.4% |
| 7D | +17.1% | +1.3% | +15.8% | +16.5% |
| 30D | -29.5% | +10.6% | -40.1% | -33.5% |
| 3M | -37.3% | -2.4% | -34.8% | -37.2% |
| 6M | -44.1% | +28.9% | -73.0% | -51.8% |
| YTD | +29.3% | +43.7% | -14.4% | +4.2% |
| 1Y | +24.2% | +48.5% | -24.3% | -1.7% |
| 3Y | +297.3% | +154.7% | +142.6% | +139.2% |
| 5Y | +446.2% | +218.4% | +227.8% | +188.5% |
| All | +644.7% | +359.1% | +285.6% | +173.2% |
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