+466.6%
FLEX vs USFD
+208.7%
+257.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | -13.6% | +8.4% | -22.0% | -17.1% |
| 30D | -36.5% | +12.7% | -49.2% | -40.5% |
| 3M | -36.4% | +1.1% | -37.6% | -37.3% |
| 6M | -46.5% | +30.2% | -76.6% | -54.3% |
| YTD | +25.9% | +45.8% | -19.9% | -1.1% |
| 1Y | +19.6% | +51.9% | -32.4% | -8.5% |
| 3Y | +287.0% | +158.5% | +128.5% | +117.2% |
| 5Y | +466.6% | +208.0% | +258.6% | +180.4% |
| All | +466.6% | +208.7% | +257.9% | +180.4% |
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 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