-66.5%
FSLY vs USFD
+215.4%
-281.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.2% | -3.5% | -3.5% |
| 7D | +4.9% | +1.7% | +3.2% | +3.2% |
| 30D | -33.5% | +10.2% | -43.7% | -39.8% |
| 3M | -44.6% | -1.5% | -43.1% | -44.9% |
| 6M | -9.2% | +27.3% | -36.6% | -32.0% |
| YTD | +63.3% | +44.0% | +19.3% | +16.4% |
| 1Y | +45.3% | +50.4% | -5.1% | -0.2% |
| 3Y | +3.7% | +153.6% | -149.8% | -58.2% |
| All | -66.5% | +215.4% | -281.9% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling