-68.5%
FLNC vs USFD
+195.3%
-263.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -0.9% | +7.6% | +7.1% |
| 7D | +6.0% | -3.3% | +9.3% | +7.7% |
| 30D | -16.3% | -5.3% | -11.0% | -14.1% |
| 3M | -54.1% | +18.8% | -72.9% | -59.1% |
| 6M | -25.3% | +14.3% | -39.6% | -33.7% |
| YTD | -44.2% | +36.9% | -81.1% | -57.0% |
| 1Y | +53.1% | +31.7% | +21.4% | +20.4% |
| 3Y | -58.3% | +164.5% | -222.8% | -82.5% |
| All | -68.5% | +195.3% | -263.8% | -87.9% |
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