+386.0%
FLEX vs USFD
+184.3%
+201.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.8% | -12.3% |
| 7D | -28.3% | +3.9% | -32.2% | -30.1% |
| 30D | -45.0% | +10.7% | -55.7% | -48.2% |
| 3M | -45.2% | +6.3% | -51.6% | -47.5% |
| 6M | -30.8% | +16.2% | -47.0% | -37.5% |
| YTD | +10.4% | +41.9% | -31.4% | -12.2% |
| 1Y | +2.3% | +44.2% | -41.9% | -19.7% |
| 3Y | +238.9% | +159.8% | +79.1% | +89.3% |
| 5Y | +386.0% | +177.1% | +208.9% | +149.8% |
| All | +386.0% | +184.3% | +201.8% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling