+157.8%
USFD vs FLR
+27.4%
+130.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -0.5% |
| 7D | +3.0% | -0.8% | +3.8% | +3.0% |
| 30D | +11.1% | -9.1% | +20.2% | +12.1% |
| 3M | -0.3% | -4.7% | +4.4% | -0.1% |
| 6M | +15.9% | -14.2% | +30.1% | +17.0% |
| YTD | +41.6% | +17.3% | +24.3% | +36.0% |
| 1Y | +49.4% | +4.3% | +45.1% | +46.0% |
| 3Y | +157.8% | +30.7% | +127.1% | +123.6% |
| All | +157.8% | +27.4% | +130.4% | +123.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling