+371.2%
USFD vs FLR
+17.5%
+353.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +8.3% | -5.2% | +0.6% |
| 7D | +3.9% | +8.5% | -4.6% | +1.2% |
| 30D | +12.8% | -0.7% | +13.5% | +12.6% |
| 3M | +1.0% | -11.7% | +12.7% | +3.9% |
| 6M | +30.3% | +16.2% | +14.1% | +21.1% |
| YTD | +46.0% | +27.0% | +19.0% | +29.7% |
| 1Y | +49.6% | +10.1% | +39.5% | +38.9% |
| 3Y | +166.3% | +46.2% | +120.1% | +107.5% |
| 5Y | +208.4% | +121.4% | +87.0% | +95.5% |
| 10Y | +371.2% | +11.0% | +360.2% | +93.5% |
| All | +371.2% | +17.5% | +353.7% | +93.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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