-14.2%
FSLY vs USFD
+169.4%
-183.6%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.4% |
| 7D | -10.6% | -3.0% | -7.6% | -9.5% |
| 30D | -20.9% | +3.5% | -24.4% | -22.5% |
| 3M | +3.4% | +26.6% | -23.2% | -7.7% |
| 6M | +2.7% | +11.7% | -9.0% | -2.4% |
| YTD | +102.3% | +38.1% | +64.1% | +80.0% |
| 1Y | +182.1% | +33.4% | +148.7% | +153.6% |
| 3Y | -14.6% | +155.8% | -170.4% | -39.3% |
| 5Y | -55.9% | +214.0% | -269.9% | -70.3% |
| All | -14.2% | +169.4% | -183.6% | -22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling