-33.9%
FSLY vs USFD
+176.2%
-210.1%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.2% | +3.1% |
| 7D | -31.4% | +3.0% | -34.4% | -32.2% |
| 30D | -37.3% | +11.1% | -48.4% | -40.2% |
| 3M | -30.1% | -0.3% | -29.8% | -30.5% |
| 6M | -49.8% | +15.9% | -65.7% | -53.1% |
| YTD | +55.7% | +41.6% | +14.1% | +36.2% |
| 1Y | +44.5% | +49.4% | -4.9% | +24.0% |
| 3Y | -4.3% | +157.8% | -162.2% | -32.9% |
| 5Y | -68.2% | +176.6% | -244.8% | -78.2% |
| All | -33.9% | +176.2% | -210.1% | -41.6% |
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