-10.4%
FSLY vs USFD
+166.9%
-177.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.9% | +5.3% | +4.8% |
| 7D | +3.5% | -3.3% | +6.8% | +5.0% |
| 30D | -6.4% | -5.3% | -1.1% | -4.3% |
| 3M | +10.9% | +18.8% | -7.9% | +1.8% |
| 6M | +6.7% | +14.3% | -7.6% | +0.3% |
| YTD | +111.1% | +36.9% | +74.2% | +88.5% |
| 1Y | +185.8% | +31.7% | +154.1% | +158.2% |
| 3Y | -6.6% | +164.5% | -171.0% | -34.4% |
| 5Y | -52.4% | +212.6% | -265.0% | -67.9% |
| All | -10.4% | +166.9% | -177.4% | -19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling