+615.3%
FLEX vs USFD
+340.6%
+274.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -2.8% | -10.8% | -12.3% |
| 7D | -28.3% | +3.9% | -32.2% | -30.2% |
| 30D | -45.0% | +10.7% | -55.7% | -48.2% |
| 3M | -45.2% | +6.3% | -51.6% | -47.6% |
| 6M | -30.8% | +16.2% | -47.0% | -37.3% |
| YTD | +10.4% | +41.9% | -31.4% | -10.4% |
| 1Y | +2.3% | +44.2% | -41.9% | -17.9% |
| 3Y | +238.9% | +159.8% | +79.1% | +102.4% |
| 5Y | +386.0% | +177.1% | +208.9% | +174.6% |
| 10Y | +551.1% | +376.2% | +174.9% | +143.2% |
| All | +615.3% | +340.6% | +274.7% | +171.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling