-86.5%
FLNC vs USFD
+213.0%
-299.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | -16.2% | -0.2% | -16.0% | -15.9% |
| 30D | -28.1% | +12.3% | -40.5% | -32.4% |
| 3M | -61.3% | -0.7% | -60.6% | -61.2% |
| 6M | -79.9% | +31.3% | -111.1% | -83.2% |
| YTD | -74.3% | +45.7% | -120.0% | -81.1% |
| 1Y | -75.5% | +52.1% | -127.6% | -82.5% |
| 3Y | -70.4% | +158.2% | -228.6% | -87.5% |
| All | -86.5% | +213.0% | -299.5% | -95.2% |
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 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