+44.6%
FSLR vs USFD
+167.5%
-122.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +3.1% | -7.8% | -5.2% |
| 7D | +5.3% | +3.9% | +1.3% | +4.4% |
| 30D | +7.8% | +12.8% | -5.1% | +5.5% |
| 3M | -23.4% | +1.0% | -24.3% | -23.7% |
| 6M | -12.9% | +30.3% | -43.1% | -17.6% |
| YTD | -26.7% | +46.0% | -72.6% | -33.8% |
| 1Y | -28.4% | +49.6% | -78.0% | -35.9% |
| 3Y | +44.6% | +166.3% | -121.7% | +2.5% |
| All | +44.6% | +167.5% | -122.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside USFD.
Daily Out/Under-Performance
Portfolio return minus USFD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFD 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 USFD 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