-25.6%
FLUT vs USFD
+369.2%
-394.8%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.7% | +0.6% |
| 7D | -1.5% | +8.4% | -9.8% | -2.8% |
| 30D | +3.4% | +12.7% | -9.3% | +1.4% |
| 3M | -12.5% | +1.1% | -13.6% | -12.8% |
| 6M | -18.5% | +30.2% | -48.6% | -22.0% |
| YTD | -61.6% | +45.8% | -107.5% | -64.2% |
| 1Y | -64.1% | +51.9% | -116.0% | -66.7% |
| 3Y | -44.5% | +158.5% | -202.9% | -52.3% |
| 5Y | -51.3% | +208.0% | -259.3% | -59.4% |
| 10Y | -25.6% | +376.6% | -402.2% | -42.9% |
| All | -25.6% | +369.2% | -394.8% | -42.9% |
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 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