+216.3%
USFD vs FLR
+242.2%
-25.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | 0.0% |
| 7D | -3.0% | +5.4% | -8.4% | -3.9% |
| 30D | +3.5% | +11.4% | -7.9% | +1.3% |
| 3M | +26.6% | +11.4% | +15.2% | +23.2% |
| 6M | +11.7% | +16.6% | -4.9% | +7.3% |
| YTD | +38.1% | +41.7% | -3.6% | +27.3% |
| 1Y | +33.4% | +35.4% | -2.0% | +23.5% |
| 3Y | +155.8% | +57.3% | +98.5% | +115.8% |
| All | +216.3% | +242.2% | -25.9% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling