+164.3%
FSLY vs USFD
+49.6%
+114.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +8.5% | -8.6% | -7.0% |
| 7D | -22.2% | +7.8% | -30.0% | -27.7% |
| 30D | -19.1% | +16.2% | -35.3% | -31.0% |
| 3M | -15.7% | +11.0% | -26.7% | -27.3% |
| 6M | -23.5% | +20.7% | -44.2% | -40.6% |
| YTD | +106.6% | +46.0% | +60.7% | +68.9% |
| 1Y | +164.3% | +49.8% | +114.5% | +119.2% |
| All | +164.3% | +49.6% | +114.7% | +119.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling