-20.2%
FLUT vs USFD
+329.0%
-349.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -1.6% | -3.0% | +1.4% | -1.2% |
| 30D | +7.7% | +3.5% | +4.2% | +7.1% |
| 3M | -0.7% | +26.6% | -27.3% | -4.3% |
| 6M | -11.2% | +11.7% | -22.9% | -12.9% |
| YTD | -53.4% | +38.1% | -91.6% | -56.0% |
| 1Y | -65.8% | +33.4% | -99.1% | -67.5% |
| 3Y | -44.9% | +155.8% | -200.7% | -52.3% |
| 5Y | -49.7% | +214.0% | -263.7% | -57.6% |
| 10Y | -9.7% | +320.4% | -330.1% | -25.0% |
| All | -20.2% | +329.0% | -349.2% | -32.0% |
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