-22.9%
FLUT vs USFD
+375.5%
-398.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +4.5% | -0.2% | +4.7% | +4.5% |
| 30D | +9.2% | +12.3% | -3.1% | +7.1% |
| 3M | -13.7% | -0.7% | -13.0% | -13.7% |
| 6M | -9.0% | +31.3% | -40.3% | -13.1% |
| YTD | -60.2% | +45.7% | -106.0% | -62.9% |
| 1Y | -63.1% | +52.1% | -115.3% | -65.8% |
| 3Y | -42.5% | +158.2% | -200.7% | -50.6% |
| 5Y | -47.6% | +213.8% | -261.3% | -56.4% |
| 10Y | -22.9% | +367.0% | -389.9% | -40.5% |
| All | -22.9% | +375.5% | -398.4% | -40.5% |
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