-33.8%
FLUT vs USFD
+340.6%
-374.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | +1.9% |
| 7D | +4.8% | +3.9% | +0.9% | +4.1% |
| 30D | +8.8% | +10.7% | -1.9% | +7.1% |
| 3M | -10.7% | +6.3% | -17.0% | -11.7% |
| 6M | -19.7% | +16.2% | -35.9% | -21.8% |
| YTD | -61.4% | +41.9% | -103.3% | -63.7% |
| 1Y | -61.6% | +44.2% | -105.8% | -64.1% |
| 3Y | -51.4% | +159.8% | -211.2% | -58.1% |
| 5Y | -51.0% | +177.1% | -228.1% | -58.6% |
| 10Y | -25.2% | +376.2% | -401.3% | -35.9% |
| All | -33.8% | +340.6% | -374.4% | -43.9% |
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 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