-26.8%
FLUT vs USFD
+359.9%
-386.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | -0.7% | +1.7% | -2.4% | -1.0% |
| 30D | +9.3% | +10.2% | -0.9% | +7.5% |
| 3M | -17.5% | -1.5% | -16.0% | -17.4% |
| 6M | -14.6% | +27.3% | -42.0% | -18.0% |
| YTD | -62.3% | +44.0% | -106.3% | -64.7% |
| 1Y | -59.6% | +50.4% | -110.0% | -62.5% |
| 3Y | -45.3% | +153.6% | -198.9% | -52.9% |
| 5Y | -50.4% | +219.0% | -269.4% | -58.8% |
| All | -26.8% | +359.9% | -386.8% | -43.1% |
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