+28.4%
FLEX vs USFD
+51.3%
-22.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +2.2% | -0.2% | +2.4% | +2.1% |
| 30D | -32.6% | +12.3% | -45.0% | -32.7% |
| 3M | -35.5% | -0.7% | -34.8% | -35.0% |
| 6M | -45.6% | +31.3% | -76.8% | -47.8% |
| YTD | +30.7% | +45.7% | -15.0% | +17.9% |
| 1Y | +28.4% | +52.1% | -23.8% | +13.4% |
| All | +28.4% | +51.3% | -22.9% | +13.4% |
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