+442.4%
FLEX vs USFD
+156.9%
+285.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.6% |
| 7D | -0.9% | -3.0% | +2.1% | +0.2% |
| 30D | -10.1% | +3.5% | -13.7% | -11.5% |
| 3M | -31.3% | +26.6% | -57.9% | -39.0% |
| 6M | +71.3% | +11.7% | +59.6% | +61.5% |
| YTD | +81.2% | +38.1% | +43.1% | +50.3% |
| 1Y | +98.5% | +33.4% | +65.1% | +67.4% |
| All | +442.4% | +156.9% | +285.6% | +258.9% |
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