-71.1%
FLNC vs USFD
+179.1%
-250.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -5.5% | -2.9% | -5.6% |
| 7D | -4.2% | -7.0% | +2.8% | -0.5% |
| 30D | -20.0% | -10.3% | -9.7% | -15.5% |
| 3M | -56.9% | +9.2% | -66.1% | -59.7% |
| 6M | -35.5% | +7.4% | -42.9% | -40.8% |
| YTD | -48.8% | +29.4% | -78.2% | -59.4% |
| 1Y | +49.3% | +24.8% | +24.4% | +20.6% |
| 3Y | -61.8% | +150.0% | -211.8% | -83.5% |
| All | -71.1% | +179.1% | -250.2% | -88.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling