-69.5%
FLNC vs USFD
+159.3%
-228.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | -16.2% | -0.2% | -16.0% | -16.2% |
| 30D | -28.1% | +12.3% | -40.5% | -28.3% |
| 3M | -61.3% | -0.7% | -60.6% | -61.4% |
| 6M | -79.9% | +31.3% | -111.1% | -80.1% |
| YTD | -74.3% | +45.7% | -120.0% | -76.4% |
| 1Y | -75.5% | +52.1% | -127.6% | -77.8% |
| All | -69.5% | +159.3% | -228.8% | -80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling