+328.2%
USFD vs FLR
-4.0%
+332.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.3% | -3.5% | -1.2% |
| 7D | +3.0% | -0.8% | +3.8% | +3.1% |
| 30D | +11.1% | -9.1% | +20.2% | +13.8% |
| 3M | -0.3% | -4.7% | +4.4% | -0.1% |
| 6M | +15.9% | -14.2% | +30.1% | +18.0% |
| YTD | +41.6% | +17.3% | +24.3% | +29.2% |
| 1Y | +49.4% | +4.3% | +45.1% | +41.1% |
| 3Y | +157.8% | +30.7% | +127.1% | +109.0% |
| 5Y | +176.6% | +101.3% | +75.3% | +82.4% |
| 10Y | +375.4% | +12.4% | +363.0% | +101.1% |
| All | +328.2% | -4.0% | +332.2% | +80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling