+256.8%
FLEX vs USFD
+159.2%
+97.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.7% | +4.6% |
| 7D | -19.3% | +3.0% | -22.3% | -20.3% |
| 30D | -41.5% | +11.1% | -52.6% | -44.1% |
| 3M | -43.1% | -0.3% | -42.8% | -43.3% |
| 6M | -48.2% | +15.9% | -64.1% | -52.2% |
| YTD | +15.5% | +41.6% | -26.1% | -6.6% |
| 1Y | +10.2% | +49.4% | -39.2% | -14.1% |
| 3Y | +256.8% | +157.8% | +99.0% | +113.3% |
| All | +256.8% | +159.2% | +97.6% | +113.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling