+215.2%
ALL vs FSLY
0.0%
+215.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +4.4% | -6.7% | -2.5% |
| 7D | -1.7% | +3.5% | -5.2% | -1.8% |
| 30D | -4.7% | -6.4% | +1.7% | -4.7% |
| 3M | +18.4% | +10.9% | +7.5% | +17.7% |
| 6M | +20.5% | +6.7% | +13.8% | +18.9% |
| YTD | +23.5% | +111.1% | -87.6% | +18.3% |
| 1Y | +29.0% | +185.8% | -156.8% | +21.7% |
| 3Y | +153.7% | -6.6% | +160.3% | +144.7% |
| 5Y | +114.8% | -52.4% | +167.2% | +106.3% |
| All | +215.2% | 0.0% | +215.3% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY 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 FSLY 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