+663.2%
FLEX vs USFD
+215.8%
+447.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.7% |
| 7D | -0.9% | -3.0% | +2.1% | +0.6% |
| 30D | -10.1% | +3.5% | -13.7% | -11.9% |
| 3M | -31.3% | +26.6% | -57.9% | -40.2% |
| 6M | +71.3% | +11.7% | +59.6% | +59.4% |
| YTD | +81.2% | +38.1% | +43.1% | +47.6% |
| 1Y | +98.5% | +33.4% | +65.1% | +64.3% |
| 3Y | +428.2% | +155.8% | +272.4% | +200.6% |
| All | +663.2% | +215.8% | +447.4% | +265.3% |
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 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