+317.7%
USFD vs FLR
+16.0%
+301.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.3% | +2.0% | +0.3% |
| 7D | -3.0% | +5.4% | -8.4% | -4.6% |
| 30D | +3.5% | +11.4% | -7.9% | -0.6% |
| 3M | +26.6% | +11.4% | +15.2% | +20.4% |
| 6M | +11.7% | +16.6% | -4.9% | +3.6% |
| YTD | +38.1% | +41.7% | -3.6% | +19.7% |
| 1Y | +33.4% | +35.4% | -2.0% | +16.3% |
| 3Y | +155.8% | +57.3% | +98.5% | +96.7% |
| 5Y | +214.0% | +241.0% | -26.9% | +73.1% |
| 10Y | +320.4% | +16.6% | +303.7% | +69.6% |
| All | +317.7% | +16.0% | +301.7% | +67.2% |
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