-34.8%
FLUT vs USFD
+339.9%
-374.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.4% | -1.5% |
| 7D | -1.1% | +3.0% | -4.0% | -1.6% |
| 30D | +7.7% | +11.1% | -3.3% | +5.9% |
| 3M | -12.2% | -0.3% | -11.9% | -12.2% |
| 6M | -17.6% | +15.9% | -33.4% | -19.7% |
| YTD | -62.0% | +41.6% | -103.6% | -64.3% |
| 1Y | -62.3% | +49.4% | -111.7% | -64.8% |
| 3Y | -52.0% | +157.8% | -209.8% | -58.5% |
| 5Y | -51.8% | +176.6% | -228.4% | -59.3% |
| 10Y | -26.3% | +375.4% | -401.7% | -36.8% |
| All | -34.8% | +339.9% | -374.7% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling